Assured Guaranty Ltd. (AGO)
NYSE: AGO
· Real-Time Price · USD
81.94
-0.24 (-0.29%)
At close: Sep 08, 2025, 3:59 PM
81.93
-0.01%
After-hours: Sep 08, 2025, 05:50 PM EDT
AGO Delta Exposure By Expiry
The total Delta Exposure (DEX) for AGO across all expirations shows -52,180.85 net shares that market makers must hedge, with 6,564.93 from calls and 58,745.78 from puts. The put-call delta ratio of 8.95 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 |
|---|---|---|---|---|
| Sep 19, 25 | 357.47 | -639.52 | -282.05 | 1.79 |
| Oct 17, 25 | 4,028.51 | -6,913.45 | -2,884.94 | 1.72 |
| Jan 16, 26 | 1,967.79 | -51,040 | -49,072.21 | 25.94 |
| Apr 17, 26 | 211.16 | -152.81 | 58.35 | 0.72 |