Arbor Realty Trust Inc. (ABR)
NYSE: ABR
· Real-Time Price · USD
11.61
-0.31 (-2.60%)
At close: Aug 15, 2025, 3:59 PM
11.64
0.30%
After-hours: Aug 15, 2025, 06:32 PM EDT
ABR Delta Exposure By Expiry
The total Delta Exposure (DEX) for ABR across all expirations shows 59,567.75 net shares that market makers must hedge, with 360,253.49 from calls and 300,685.74 from puts. The put-call delta ratio of 0.83 suggests neutral market maker positioning. The largest delta concentration at Sep 19, 25 with 126,800.63 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Aug 22, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.
ABR DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 22, 25 | 11,830.71 | -4,042.44 | 7,788.27 | 0.34 |
| Aug 29, 25 | 5,412.02 | -8,772.22 | -3,360.2 | 1.62 |
| Sep 5, 25 | 2,537.77 | -2,916.43 | -378.66 | 1.15 |
| Sep 12, 25 | 4,326.04 | -3,153.29 | 1,172.75 | 0.73 |
| Sep 19, 25 | 146,303.1 | -19,502.47 | 126,800.63 | 0.13 |
| Sep 26, 25 | 1,980.48 | -1,566.79 | 413.69 | 0.79 |
| Oct 17, 25 | 16,606.08 | -15,206.06 | 1,400.02 | 0.92 |
| Nov 21, 25 | 31,119.21 | -35,365.84 | -4,246.63 | 1.14 |
| Dec 19, 25 | 18,917.76 | -2,734.62 | 16,183.14 | 0.14 |
| Jan 16, 26 | 60,773.06 | -133,215.38 | -72,442.32 | 2.19 |
| Apr 17, 26 | 0 | 0 | 0 | n/a |
| Aug 21, 26 | 40,672.27 | -60,827.03 | -20,154.76 | 1.50 |
| Jan 15, 27 | 19,774.99 | -13,383.17 | 6,391.82 | 0.68 |