Arch Capital Group Ltd. (ACGL)
NASDAQ: ACGL
· Real-Time Price · USD
90.76
-0.70 (-0.77%)
At close: Aug 15, 2025, 3:59 PM
90.72
-0.04%
After-hours: Aug 15, 2025, 04:34 PM EDT
ACGL Delta Exposure By Expiry
The total Delta Exposure (DEX) for ACGL across all expirations shows 34,542.31 net shares that market makers must hedge, with 115,089.97 from calls and 80,547.66 from puts. The put-call delta ratio of 0.70 suggests neutral market maker positioning. The largest delta concentration at Dec 18, 26 with 21,156.2 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.
ACGL DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 64,638.83 | -59,937.78 | 4,701.05 | 0.93 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Nov 21, 25 | 20,250.67 | -10,060.8 | 10,189.87 | 0.50 |
| Dec 19, 25 | 6,761.54 | -10,150.5 | -3,388.96 | 1.50 |
| Jan 16, 26 | 102.7 | 0 | 102.7 | 0.00 |
| Mar 20, 26 | 2,180.03 | -398.58 | 1,781.45 | 0.18 |
| Dec 18, 26 | 21,156.2 | 0 | 21,156.2 | 0.00 |