Ambac Financial Group Inc... (AMBC)
AMBC Daily Delta Exposure
AMBC's current Delta Exposure (DEX) is 478.89K shares, which is 26% larger than the 3M average of 380.32K shares. During this period, DEX ranged from 164.51K on Jun 17, 2025 to 767.16K on Jul 21, 2025, with dealers maintaining net short exposure requiring continuous hedging. Delta exposure has been decreasing recently, shifting the directional hedging pressure. The current put-call delta ratio of 0.05 shows bullish call positioning but leaves the market vulnerable to pullbacks. Moderate DEX levels suggest normal market maker hedging activity.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 14, 2025 | 506,431.68 | -27,540.42 | 478,891.26 | 0.05 |
| Aug 13, 2025 | 560,406.41 | -22,823.09 | 537,583.32 | 0.04 |
| Aug 12, 2025 | 546,679.31 | -26,666.89 | 520,012.42 | 0.05 |
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