Arch Capital Group Ltd. (ACGL)
NASDAQ: ACGL
· Real-Time Price · USD
92.26
-0.03 (-0.03%)
At close: Sep 12, 2025, 3:59 PM
92.26
0.00%
After-hours: Sep 12, 2025, 04:20 PM EDT
ACGL Delta Exposure By Expiry
The total Delta Exposure (DEX) for ACGL across all expirations shows 9,278.45 net shares that market makers must hedge, with 117,689.5 from calls and 108,411.05 from puts. The put-call delta ratio of 0.92 suggests neutral market maker positioning.
ACGL DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 55,317.38 | -71,483.04 | -16,165.66 | 1.29 |
| Oct 17, 25 | 10,953.24 | -10,955.83 | -2.59 | 1.00 |
| Nov 21, 25 | 19,454.94 | -12,224.3 | 7,230.64 | 0.63 |
| Dec 19, 25 | 7,349.71 | -11,928.71 | -4,579 | 1.62 |
| Jan 16, 26 | 102.7 | 0 | 102.7 | 0.00 |
| Mar 20, 26 | 3,355.33 | -1,819.17 | 1,536.16 | 0.54 |
| Dec 18, 26 | 21,156.2 | 0 | 21,156.2 | 0.00 |