Ambac Financial Group Inc... (AMBC)
NYSE: AMBC
· Real-Time Price · USD
9.54
0.22 (2.36%)
At close: Sep 26, 2025, 3:59 PM
9.54
-0.05%
After-hours: Sep 26, 2025, 04:04 PM EDT
AMBC Delta Exposure By Expiry
The total Delta Exposure (DEX) for AMBC across all expirations shows 501,776.63 net shares that market makers must hedge, with 514,905.38 from calls and 13,128.75 from puts. The put-call delta ratio of 0.03 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
AMBC DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 79,826.2 | -3,111.63 | 76,714.57 | 0.04 |
| Nov 21, 25 | 47,758.49 | -6,677.02 | 41,081.47 | 0.14 |
| Dec 19, 25 | 0 | 0 | 0 | n/a |
| Jan 16, 26 | 380,031.7 | -1,513.74 | 378,517.96 | 0.00 |
| Feb 20, 26 | 1,050.02 | -83.36 | 966.66 | 0.08 |
| May 15, 26 | 15.65 | -24.59 | -8.94 | 1.57 |
| Dec 18, 26 | 0 | 0 | 0 | n/a |
| Jan 15, 27 | 6,223.32 | -1,703.91 | 4,519.41 | 0.27 |
| Jan 21, 28 | 0 | -14.5 | -14.5 | n/a |