ProAssurance Corporation (PRA)
NYSE: PRA
· Real-Time Price · USD
23.92
0.04 (0.17%)
At close: Sep 26, 2025, 3:59 PM
23.92
0.00%
After-hours: Sep 26, 2025, 06:23 PM EDT
PRA Delta Exposure By Expiry
The total Delta Exposure (DEX) for PRA across all expirations shows -1,384.4 net shares that market makers must hedge, with 2,681.84 from calls and 4,066.24 from puts. The put-call delta ratio of 1.52 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
PRA DEX Table
Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
---|---|---|---|---|
Oct 17, 25 | 18.48 | 0 | 18.48 | 0.00 |
Nov 21, 25 | 2,109.15 | -3,958.53 | -1,849.38 | 1.88 |
Feb 20, 26 | 300.08 | -107.71 | 192.37 | 0.36 |
May 15, 26 | 254.13 | 0 | 254.13 | 0.00 |
Dec 18, 26 | 0 | 0 | 0 | n/a |