American Financial Group Inc. (AFG) Delta Exposure by Expiry | DEX Options Analysis & Greeks - Stocknear

American Financial Group ...

NYSE: AFG · Real-Time Price · USD
139.85
-0.29 (-0.21%)
At close: Sep 12, 2025, 3:59 PM
139.86
0.01%
After-hours: Sep 12, 2025, 06:12 PM EDT

AFG Delta Exposure By Expiry

The total Delta Exposure (DEX) for AFG across all expirations shows 180,831.89 net shares that market makers must hedge, with 197,653.42 from calls and 16,821.53 from puts. The put-call delta ratio of 0.09 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

AFG DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Sep 19, 25 36,222.53 -2,868.34 33,354.19 0.08
Oct 17, 25 90,159.6 -1,003.5 89,156.1 0.01
Dec 19, 25 67,597.58 -7,932.67 59,664.91 0.12
Jan 16, 26 0 0 0 n/a
Mar 20, 26 3,673.71 -5,017.02 -1,343.31 1.37