Abercrombie & Fitch Co. (ANF)
NYSE: ANF
· Real-Time Price · USD
84.46
-1.21 (-1.41%)
At close: Oct 03, 2025, 3:59 PM
85.44
1.16%
After-hours: Oct 03, 2025, 07:57 PM EDT
ANF Delta Exposure By Expiry
The total Delta Exposure (DEX) for ANF across all expirations shows -255,302.79 net shares that market makers must hedge, with 1,003,896.61 from calls and 1,259,199.4 from puts. The put-call delta ratio of 1.25 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
ANF DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 10, 25 | 36,368.93 | -51,119.33 | -14,750.4 | 1.41 |
| Oct 17, 25 | 70,575.63 | -120,837.66 | -50,262.03 | 1.71 |
| Oct 24, 25 | 16,316.39 | -8,034.96 | 8,281.43 | 0.49 |
| Oct 31, 25 | 5,956.18 | -4,988.7 | 967.48 | 0.84 |
| Nov 7, 25 | 730.59 | -767.94 | -37.35 | 1.05 |
| Nov 14, 25 | 0 | -71.22 | -71.22 | n/a |
| Nov 21, 25 | 147,948.62 | -308,394.68 | -160,446.06 | 2.08 |
| Dec 19, 25 | 210,536.84 | -173,396.31 | 37,140.53 | 0.82 |
| Jan 16, 26 | 258,119.88 | -369,964.32 | -111,844.44 | 1.43 |
| Feb 20, 26 | 21,495.85 | -78,475.23 | -56,979.38 | 3.65 |
| Mar 20, 26 | 84,933.09 | -80,241.36 | 4,691.73 | 0.94 |
| May 15, 26 | 705.61 | -475.62 | 229.99 | 0.67 |
| Jun 18, 26 | 41,527.22 | -17,769.88 | 23,757.34 | 0.43 |
| Sep 18, 26 | 2,724.76 | -3,871.48 | -1,146.72 | 1.42 |
| Jan 15, 27 | 103,482.42 | -40,543.72 | 62,938.7 | 0.39 |
| Jan 21, 28 | 2,474.6 | -246.99 | 2,227.61 | 0.10 |
| Jan 1, 31 | 0 | 0 | 0 | n/a |