Ares Capital Corporation (ARCC)
NASDAQ: ARCC
· Real-Time Price · USD
20.15
-0.24 (-1.18%)
At close: Oct 03, 2025, 3:59 PM
20.28
0.65%
After-hours: Oct 03, 2025, 07:59 PM EDT
ARCC Delta Exposure By Expiry
The total Delta Exposure (DEX) for ARCC across all expirations shows -136,296.2 net shares that market makers must hedge, with 238,669.36 from calls and 374,965.56 from puts. The put-call delta ratio of 1.57 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
ARCC DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 23,330.95 | -22,386.35 | 944.6 | 0.96 |
| Nov 21, 25 | 51,695.31 | -3,809.96 | 47,885.35 | 0.07 |
| Dec 19, 25 | 64,437.22 | -204,521.58 | -140,084.36 | 3.17 |
| Jan 16, 26 | 56,561.65 | -87,748.69 | -31,187.04 | 1.55 |
| Mar 20, 26 | 10,956.7 | -19,181.83 | -8,225.13 | 1.75 |
| Jan 15, 27 | 29,187.49 | -36,476.26 | -7,288.77 | 1.25 |
| Jan 21, 28 | 2,500.04 | -840.89 | 1,659.15 | 0.34 |