Arch Capital Group Ltd. (ACGL)
NASDAQ: ACGL
· Real-Time Price · USD
90.79
1.71 (1.92%)
At close: Oct 03, 2025, 3:59 PM
90.85
0.07%
After-hours: Oct 03, 2025, 05:16 PM EDT
ACGL Delta Exposure By Expiry
The total Delta Exposure (DEX) for ACGL across all expirations shows -210.57 net shares that market makers must hedge, with 86,627.04 from calls and 86,837.61 from puts. The put-call delta ratio of 1.00 suggests neutral market maker positioning.
ACGL DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 22,957.34 | -37,978.06 | -15,020.72 | 1.65 |
| Nov 21, 25 | 21,377.79 | -19,933.01 | 1,444.78 | 0.93 |
| Dec 19, 25 | 14,740.46 | -25,038.73 | -10,298.27 | 1.70 |
| Jan 16, 26 | 102.7 | 0 | 102.7 | 0.00 |
| Mar 20, 26 | 6,292.55 | -3,887.81 | 2,404.74 | 0.62 |
| Dec 18, 26 | 21,156.2 | 0 | 21,156.2 | 0.00 |