Eagle Bancorp Inc. (EGBN)
NASDAQ: EGBN
· Real-Time Price · USD
18.16
-0.26 (-1.41%)
At close: Aug 15, 2025, 2:19 PM
EGBN Delta Exposure By Expiry
The total Delta Exposure (DEX) for EGBN across all expirations shows 2,247.83 net shares that market makers must hedge, with 10,301.33 from calls and 8,053.5 from puts. The put-call delta ratio of 0.78 suggests neutral market maker positioning. The largest delta concentration at Mar 20, 26 with 7,319.66 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries negative delta forcing market makers to buy shares, potentially providing support.
EGBN DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 1,044.82 | -3,354.4 | -2,309.58 | 3.21 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Dec 19, 25 | 1,932.18 | -4,694.43 | -2,762.25 | 2.43 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 7,324.33 | -4.67 | 7,319.66 | 0.00 |