ACNB Corporation (ACNB)
NASDAQ: ACNB
· Real-Time Price · USD
43.75
0.59 (1.37%)
At close: Oct 03, 2025, 3:59 PM
43.75
0.00%
After-hours: Oct 03, 2025, 05:45 PM EDT
ACNB Delta Exposure By Expiry
The total Delta Exposure (DEX) for ACNB across all expirations shows -1,724.77 net shares that market makers must hedge, with 325.45 from calls and 2,050.22 from puts. The put-call delta ratio of 6.30 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
ACNB DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 317.93 | -31.43 | 286.5 | 0.10 |
| Nov 21, 25 | 0 | 0 | 0 | n/a |
| Dec 19, 25 | 0 | 0 | 0 | n/a |
| Jan 16, 26 | 0 | -2,018.79 | -2,018.79 | n/a |
| Apr 17, 26 | 7.52 | 0 | 7.52 | 0.00 |