Camden National Corporati... (CAC)
NASDAQ: CAC
· Real-Time Price · USD
38.78
-0.66 (-1.67%)
At close: Aug 15, 2025, 3:59 PM
37.95
-2.14%
After-hours: Aug 15, 2025, 06:25 PM EDT
CAC Delta Exposure By Expiry
The total Delta Exposure (DEX) for CAC across all expirations shows 140.71 net shares that market makers must hedge, with 809.69 from calls and 668.98 from puts. The put-call delta ratio of 0.83 suggests neutral market maker positioning. The largest delta concentration at Dec 19, 25 with 77.32 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.
CAC DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 659.77 | -648.96 | 10.81 | 0.98 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Dec 19, 25 | 97.34 | -20.02 | 77.32 | 0.21 |
| Jan 16, 26 | 31.87 | 0 | 31.87 | 0.00 |
| Mar 20, 26 | 20.71 | 0 | 20.71 | 0.00 |