Crescent Capital BDC Inc. (CCAP)
NASDAQ: CCAP
· Real-Time Price · USD
15.17
-0.16 (-1.04%)
At close: Sep 26, 2025, 3:59 PM
15.30
0.86%
After-hours: Sep 26, 2025, 05:45 PM EDT
CCAP Delta Exposure By Expiry
The total Delta Exposure (DEX) for CCAP across all expirations shows 1,167.52 net shares that market makers must hedge, with 1,922.72 from calls and 755.2 from puts. The put-call delta ratio of 0.39 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
CCAP DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 238.03 | -346.23 | -108.2 | 1.45 |
| Nov 21, 25 | 292.16 | 0 | 292.16 | 0.00 |
| Dec 19, 25 | 549.68 | -354.38 | 195.3 | 0.64 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 842.85 | -54.59 | 788.26 | 0.06 |