ARMOUR Residential REIT I... (ARR)
NYSE: ARR
· Real-Time Price · USD
15.24
-0.22 (-1.42%)
At close: Sep 11, 2025, 3:59 PM
15.35
0.69%
After-hours: Sep 11, 2025, 08:00 PM EDT
ARR Delta Exposure By Expiry
The total Delta Exposure (DEX) for ARR across all expirations shows -27,720.79 net shares that market makers must hedge, with 73,685.53 from calls and 101,406.32 from puts. The put-call delta ratio of 1.38 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
ARR DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 20,074.55 | -13,076.64 | 6,997.91 | 0.65 |
| Oct 17, 25 | 32,585.97 | -26,018.12 | 6,567.85 | 0.80 |
| Dec 19, 25 | 0 | 0 | 0 | n/a |
| Jan 16, 26 | 18,831.1 | -46,594.17 | -27,763.07 | 2.47 |
| Apr 17, 26 | 2,193.91 | -15,717.39 | -13,523.48 | 7.16 |
| Jun 18, 26 | 0 | 0 | 0 | n/a |