Monroe Capital Corporation (MRCC) Delta Exposure by Expiry | DEX Options Analysis & Greeks - Stocknear

Monroe Capital Corporatio...

NASDAQ: MRCC · Real-Time Price · USD
7.56
0.00 (0.00%)
At close: Sep 05, 2025, 3:59 PM
7.56
0.00%
After-hours: Sep 05, 2025, 04:10 PM EDT

MRCC Delta Exposure By Expiry

The total Delta Exposure (DEX) for MRCC across all expirations shows -782.53 net shares that market makers must hedge, with 723.87 from calls and 1,506.4 from puts. The put-call delta ratio of 2.08 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.

MRCC DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Sep 19, 25 369.48 -1,082.55 -713.07 2.93
Oct 17, 25 28.78 0 28.78 0.00
Dec 19, 25 259.67 -361.42 -101.75 1.39
Jan 16, 26 0 0 0 n/a
Mar 20, 26 65.94 -62.43 3.51 0.95