Assured Guaranty Ltd. (AGO)
NYSE: AGO
· Real-Time Price · USD
83.47
-0.81 (-0.96%)
At close: Oct 06, 2025, 3:26 PM
AGO Delta Exposure By Expiry
The total Delta Exposure (DEX) for AGO across all expirations shows -50,953.18 net shares that market makers must hedge, with 11,427.33 from calls and 62,380.51 from puts. The put-call delta ratio of 5.46 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
AGO DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 6,870.51 | -8,475.9 | -1,605.39 | 1.23 |
| Nov 21, 25 | 391.65 | -81.44 | 310.21 | 0.21 |
| Jan 16, 26 | 2,323.5 | -49,605.06 | -47,281.56 | 21.35 |
| Apr 17, 26 | 1,841.67 | -4,218.11 | -2,376.44 | 2.29 |