Kinsale Capital Group Inc... (KNSL)
NYSE: KNSL
· Real-Time Price · USD
467.05
5.20 (1.13%)
At close: Aug 20, 2025, 1:36 PM
KNSL Delta Exposure By Expiry
The total Delta Exposure (DEX) for KNSL across all expirations shows 78,038.52 net shares that market makers must hedge, with 186,223.06 from calls and 108,184.54 from puts. The put-call delta ratio of 0.58 suggests neutral market maker positioning. The largest delta concentration at Oct 17, 25 with 88,703.97 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries negative delta forcing market makers to buy shares, potentially providing support.
KNSL DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 18,384.4 | -40,180.94 | -21,796.54 | 2.19 |
| Oct 17, 25 | 123,204.11 | -34,500.14 | 88,703.97 | 0.28 |
| Jan 16, 26 | 44,142.13 | -33,449.65 | 10,692.48 | 0.76 |
| Apr 17, 26 | 492.42 | -53.81 | 438.61 | 0.11 |
| Dec 18, 26 | 0 | 0 | 0 | n/a |