ARMOUR Residential REIT Inc. (ARR) Delta Exposure by Expiry | DEX Options Analysis & Greeks - Stocknear

ARMOUR Residential REIT I...

NYSE: ARR · Real-Time Price · USD
15.48
-0.04 (-0.26%)
At close: Oct 03, 2025, 3:59 PM
15.58
0.63%
After-hours: Oct 03, 2025, 07:59 PM EDT

ARR Delta Exposure By Expiry

The total Delta Exposure (DEX) for ARR across all expirations shows 19,449.17 net shares that market makers must hedge, with 150,906.9 from calls and 131,457.73 from puts. The put-call delta ratio of 0.87 suggests neutral market maker positioning.

ARR DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 38,534.48 -46,214.4 -7,679.92 1.20
Nov 21, 25 54,350.88 -4,961.98 49,388.9 0.09
Dec 19, 25 0 0 0 n/a
Jan 16, 26 34,851.49 -53,650.77 -18,799.28 1.54
Apr 17, 26 16,972.91 -25,321.96 -8,349.05 1.49
Jun 18, 26 0 0 0 n/a
Jan 15, 27 4,913.67 -926.64 3,987.03 0.19
Jan 21, 28 1,283.47 -381.98 901.49 0.30