ACNB Corporation (ACNB)
ACNB Daily Delta Exposure
ACNB's current Delta Exposure (DEX) is -2.08K shares, which is 15% larger than the 3M average of -1.81K shares. During this period, DEX ranged from -2.28K on Jul 22, 2025 to -88.97999999999999 on Jun 3, 2025, with dealers consistently net long, providing natural buying support. Delta exposure has been decreasing recently, reducing dealer buying pressure that supported recent moves. The current put-call delta ratio of 14.03 signals heavy put positioning that could accelerate downside moves. Near extreme DEX levels suggest potential for mean reversion as positions unwind.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Jul 31, 2025 | 159.56 | -2,239.27 | -2,079.71 | 14.03 |
| Jul 23, 2025 | 100.32 | -2,327.37 | -2,227.05 | 23.20 |
| Jul 22, 2025 | 73.81 | -2,351.56 | -2,277.75 | 31.86 |
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