Assured Guaranty Ltd. (AGO)
NYSE: AGO
· Real-Time Price · USD
82.20
1.31 (1.62%)
At close: Aug 22, 2025, 10:44 AM
AGO Delta Exposure By Expiry
The total Delta Exposure (DEX) for AGO across all expirations shows -82,639.63 net shares that market makers must hedge, with 5,682.89 from calls and 88,322.52 from puts. The put-call delta ratio of 15.54 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached. The largest delta concentration at Jan 16, 26 with -55,640.18 net DEX represents significant hedging pressure that could fuel downside acceleration. The nearest expiration on Sep 19, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.
AGO DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 391.34 | -102.09 | 289.25 | 0.26 |
| Oct 17, 25 | 4,120.93 | -31,409.63 | -27,288.7 | 7.62 |
| Jan 16, 26 | 1,170.62 | -56,810.8 | -55,640.18 | 48.53 |
| Apr 17, 26 | 0 | 0 | 0 | n/a |