American Coastal Insuranc... (ACIC)
NASDAQ: ACIC
· Real-Time Price · USD
11.13
0.22 (2.02%)
At close: Aug 20, 2025, 10:26 AM
ACIC Delta Exposure By Expiry
The total Delta Exposure (DEX) for ACIC across all expirations shows 19,008.58 net shares that market makers must hedge, with 19,850.04 from calls and 841.46 from puts. The put-call delta ratio of 0.04 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Nov 21, 25 with 10,727.2 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.
ACIC DEX Table
Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
---|---|---|---|---|
Sep 19, 25 | 498.68 | -58.4 | 440.28 | 0.12 |
Oct 17, 25 | 16.55 | 0 | 16.55 | 0.00 |
Nov 21, 25 | 11,445.77 | -718.57 | 10,727.2 | 0.06 |
Jan 16, 26 | 0 | 0 | 0 | n/a |
Feb 20, 26 | 329.04 | -64.49 | 264.55 | 0.20 |
Aug 21, 26 | 7,560 | 0 | 7,560 | 0.00 |