Arcosa Inc. (ACA)
NYSE: ACA
· Real-Time Price · USD
95.75
-0.80 (-0.83%)
At close: Sep 03, 2025, 11:30 AM
ACA Delta Exposure By Expiry
The total Delta Exposure (DEX) for ACA across all expirations shows 54,752.23 net shares that market makers must hedge, with 64,845.44 from calls and 10,093.21 from puts. The put-call delta ratio of 0.16 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Aug 21, 26 with 47,829.6 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.
ACA DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 3,628.91 | -1,694.36 | 1,934.55 | 0.47 |
| Oct 17, 25 | 32.98 | -32.42 | 0.56 | 0.98 |
| Nov 21, 25 | 1,696.13 | -1,065.65 | 630.48 | 0.63 |
| Dec 19, 25 | 10,306.24 | -5,173.45 | 5,132.79 | 0.50 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Feb 20, 26 | 1,351.58 | -2,127.33 | -775.75 | 1.57 |
| Aug 21, 26 | 47,829.6 | 0 | 47,829.6 | 0.00 |