Arthur J. Gallagher & Co. (AJG)
AJG Daily Delta Exposure
AJG's current Delta Exposure (DEX) is 40.66K shares, which is 95% larger than the 3M average of -20.84K shares. During this period, DEX ranged from -456.65K on Jul 30, 2025 to 346.38K on Jun 2, 2025, swinging between net long and short dealer positioning. Delta exposure has been increasing recently, forcing increased dealer shorting that could cap rallies. The current put-call delta ratio of 0.91 reflects balanced options positioning. Moderate DEX levels suggest normal market maker hedging activity.
DEX History
Date | Call Delta | Put Delta | Net Delta | P/C Delta |
---|---|---|---|---|
Aug 13, 2025 | 429,460.48 | -388,801.1 | 40,659.38 | 0.91 |
Aug 12, 2025 | 300,883.94 | -424,665.52 | -123,781.58 | 1.41 |
Aug 11, 2025 | 263,955.28 | -437,780 | -173,824.72 | 1.66 |
Stop Guessing, Start Knowing.
Cut through market noise with actionable insights that actually help you make confident investment decisions. No more endless research or gut-based guessing.
- Unlimited access to all data and tools
- Unlimited access to all data and tools, giving you the edge over everyone else in the market.
- Realtime Options & Dark Pool Data
- Instant access to live options & dark pool data to spot opportunities and trade with precision before the market moves.
- Top Wallstreet Analyst Ratings
- Follow ratings from the best analysts on Wall Street to stay ahead.
- Up to 30 years financial history
- We deliver premium Wall Street data with top-tier accuracy and up to 30 years of history.