Ares Capital Corporation (ARCC)
NASDAQ: ARCC
· Real-Time Price · USD
22.39
-0.02 (-0.09%)
At close: Aug 19, 2025, 3:59 PM
22.48
0.42%
After-hours: Aug 19, 2025, 07:59 PM EDT
ARCC Delta Exposure By Expiry
The total Delta Exposure (DEX) for ARCC across all expirations shows 161,829.15 net shares that market makers must hedge, with 513,860.96 from calls and 352,031.81 from puts. The put-call delta ratio of 0.69 suggests neutral market maker positioning. The largest delta concentration at Sep 19, 25 with 105,572.3 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.
ARCC DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 255,056.93 | -149,484.63 | 105,572.3 | 0.59 |
| Oct 17, 25 | 194.77 | -116.1 | 78.67 | 0.60 |
| Dec 19, 25 | 90,166.72 | -113,036.96 | -22,870.24 | 1.25 |
| Jan 16, 26 | 127,296 | -59,732.2 | 67,563.8 | 0.47 |
| Mar 20, 26 | 5,120.3 | -1,700.61 | 3,419.69 | 0.33 |
| Jan 15, 27 | 36,026.24 | -27,961.31 | 8,064.93 | 0.78 |