Arbor Realty Trust Inc. (ABR)
NYSE: ABR
· Real-Time Price · USD
12.46
0.03 (0.24%)
At close: Oct 03, 2025, 3:59 PM
12.52
0.44%
After-hours: Oct 03, 2025, 07:30 PM EDT
ABR Delta Exposure By Expiry
The total Delta Exposure (DEX) for ABR across all expirations shows -16,014.56 net shares that market makers must hedge, with 358,666.7 from calls and 374,681.26 from puts. The put-call delta ratio of 1.04 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
ABR DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 10, 25 | 5,117.38 | -2,759.05 | 2,358.33 | 0.54 |
| Oct 17, 25 | 29,193.14 | -17,760.79 | 11,432.35 | 0.61 |
| Oct 24, 25 | 3,239.52 | -1,187.59 | 2,051.93 | 0.37 |
| Oct 31, 25 | 8,399.44 | -8,766 | -366.56 | 1.04 |
| Nov 7, 25 | 1,801.82 | -5,980.57 | -4,178.75 | 3.32 |
| Nov 14, 25 | 0 | -17.29 | -17.29 | n/a |
| Nov 21, 25 | 84,042.37 | -62,407.73 | 21,634.64 | 0.74 |
| Dec 19, 25 | 59,764.73 | -26,721.98 | 33,042.75 | 0.45 |
| Jan 16, 26 | 89,826.5 | -159,661.44 | -69,834.94 | 1.78 |
| Apr 17, 26 | 9,127 | -6,016.13 | 3,110.87 | 0.66 |
| Aug 21, 26 | 45,797.11 | -69,617.79 | -23,820.68 | 1.52 |
| Jan 15, 27 | 22,086.34 | -13,589.28 | 8,497.06 | 0.62 |
| Jan 21, 28 | 271.35 | -195.62 | 75.73 | 0.72 |