Monroe Capital Corporatio... (MRCC)
NASDAQ: MRCC
· Real-Time Price · USD
7.47
0.04 (0.54%)
At close: Aug 29, 2025, 3:59 PM
7.48
0.13%
After-hours: Aug 29, 2025, 05:34 PM EDT
MRCC Delta Exposure By Expiry
The total Delta Exposure (DEX) for MRCC across all expirations shows -1,106.09 net shares that market makers must hedge, with 435.83 from calls and 1,541.92 from puts. The put-call delta ratio of 3.54 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached. The largest delta concentration at Sep 19, 25 with -1,000.86 net DEX represents significant hedging pressure that could fuel downside acceleration. The nearest expiration on Sep 19, 25 carries negative delta forcing market makers to buy shares, potentially providing support.
MRCC DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 104.45 | -1,105.31 | -1,000.86 | 10.58 |
| Oct 17, 25 | 25.52 | 0 | 25.52 | 0.00 |
| Dec 19, 25 | 242.64 | -385.31 | -142.67 | 1.59 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 63.22 | -51.3 | 11.92 | 0.81 |