Orchid Island Capital Inc... (ORC)
NYSE: ORC
· Real-Time Price · USD
7.13
-0.04 (-0.56%)
At close: Oct 03, 2025, 3:59 PM
7.14
0.21%
After-hours: Oct 03, 2025, 07:56 PM EDT
ORC Delta Exposure By Expiry
The total Delta Exposure (DEX) for ORC across all expirations shows 14,520.31 net shares that market makers must hedge, with 23,164.37 from calls and 8,644.06 from puts. The put-call delta ratio of 0.37 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
ORC DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 4,138.18 | -5,501.13 | -1,362.95 | 1.33 |
| Nov 21, 25 | 1,725.2 | -162.68 | 1,562.52 | 0.09 |
| Jan 16, 26 | 4,755.4 | -2,118.33 | 2,637.07 | 0.45 |
| Apr 17, 26 | 12,545.59 | -861.92 | 11,683.67 | 0.07 |