Assured Guaranty Ltd. (AGO)
AGO Daily Delta Exposure
AGO's current Delta Exposure (DEX) is -50.28K shares, which is 20% larger than the 3M average of -41.81K shares. During this period, DEX ranged from -54.27K on Aug 8, 2025 to -33.27K on May 29, 2025, with dealers consistently net long, providing natural buying support. Delta exposure has been stable recently, maintaining steady hedging requirements. The current put-call delta ratio of 11.03 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 |
|---|---|---|---|---|
| Aug 14, 2025 | 5,013 | -55,294.22 | -50,281.22 | 11.03 |
| Aug 11, 2025 | 4,610.52 | -55,837.63 | -51,227.11 | 12.11 |
| Aug 8, 2025 | 4,595.94 | -58,863.72 | -54,267.78 | 12.81 |
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