AGNC Investment Corp. (AGNC)
NASDAQ: AGNC
· Real-Time Price · USD
9.80
-0.02 (-0.20%)
At close: Aug 26, 2025, 3:59 PM
9.83
0.31%
Pre-market: Aug 27, 2025, 04:50 AM EDT
AGNC Delta Exposure By Expiry
The total Delta Exposure (DEX) for AGNC across all expirations shows 220,522.32 net shares that market makers must hedge, with 983,256.33 from calls and 762,734.01 from puts. The put-call delta ratio of 0.78 suggests neutral market maker positioning. The largest delta concentration at Jan 16, 26 with 160,270.73 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Aug 29, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.
AGNC DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 29, 25 | 31,032.05 | -12,490 | 18,542.05 | 0.40 |
| Sep 5, 25 | 64,548.95 | -2,623.28 | 61,925.67 | 0.04 |
| Sep 12, 25 | 21,402.69 | -1,297.36 | 20,105.33 | 0.06 |
| Sep 19, 25 | 350,318.08 | -378,159.71 | -27,841.63 | 1.08 |
| Sep 26, 25 | 10,405.46 | -1,312.64 | 9,092.82 | 0.13 |
| Oct 3, 25 | 138.43 | -110.59 | 27.84 | 0.80 |
| Oct 17, 25 | 4,121.82 | -62,723.45 | -58,601.63 | 15.22 |
| Dec 19, 25 | 66,127.77 | -69,952.89 | -3,825.12 | 1.06 |
| Jan 16, 26 | 280,068.91 | -119,798.18 | 160,270.73 | 0.43 |
| Mar 20, 26 | 17,610.7 | -21,908.07 | -4,297.37 | 1.24 |
| Apr 17, 26 | 11,136.39 | -5,166.81 | 5,969.58 | 0.46 |
| Dec 18, 26 | 31,220.2 | -31,272.42 | -52.22 | 1.00 |
| Jan 15, 27 | 95,124.88 | -55,918.61 | 39,206.27 | 0.59 |