Aurora Cannabis Inc. (ACB) Delta Exposure by Expiry | DEX Options Analysis & Greeks - Stocknear

Aurora Cannabis Inc.

NASDAQ: ACB · Real-Time Price · USD
4.86
-0.09 (-1.82%)
At close: Sep 26, 2025, 3:59 PM
4.86
0.00%
After-hours: Sep 26, 2025, 07:49 PM EDT

ACB Delta Exposure By Expiry

The total Delta Exposure (DEX) for ACB across all expirations shows 24,180.83 net shares that market makers must hedge, with 44,785.78 from calls and 20,604.95 from puts. The put-call delta ratio of 0.46 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

ACB DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 4,985.9 -4,341.95 643.95 0.87
Nov 21, 25 2,873.3 -710.37 2,162.93 0.25
Dec 19, 25 11,042.92 -4,180.74 6,862.18 0.38
Jan 16, 26 17,450.75 -8,568.76 8,881.99 0.49
Mar 20, 26 1,722.07 -1,345.49 376.58 0.78
Dec 18, 26 0 0 0 n/a
Jan 15, 27 6,317.85 -1,447.5 4,870.35 0.23
Jan 21, 28 392.99 -10.14 382.85 0.03