Abacus Life Inc. (ABL)
NASDAQ: ABL
· Real-Time Price · USD
6.37
0.09 (1.43%)
At close: Aug 15, 2025, 2:03 PM
ABL Delta Exposure By Expiry
The total Delta Exposure (DEX) for ABL across all expirations shows 6,020.57 net shares that market makers must hedge, with 12,857.14 from calls and 6,836.57 from puts. The put-call delta ratio of 0.53 suggests neutral market maker positioning. The largest delta concentration at Jan 15, 27 with 6,008.86 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.
ABL DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 864.03 | -18.69 | 845.34 | 0.02 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Nov 21, 25 | 967.83 | -816.22 | 151.61 | 0.84 |
| Dec 19, 25 | 1,234.13 | -4,519.59 | -3,285.46 | 3.66 |
| Feb 20, 26 | 3,232.64 | -932.42 | 2,300.22 | 0.29 |
| Jan 15, 27 | 6,558.51 | -549.65 | 6,008.86 | 0.08 |