ProAssurance Corporation (PRA)
NYSE: PRA
· Real-Time Price · USD
23.77
0.01 (0.04%)
At close: Sep 05, 2025, 3:59 PM
23.76
-0.04%
After-hours: Sep 05, 2025, 04:09 PM EDT
PRA Delta Exposure By Expiry
The total Delta Exposure (DEX) for PRA across all expirations shows -1,773 net shares that market makers must hedge, with 2,216.56 from calls and 3,989.56 from puts. The put-call delta ratio of 1.80 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 |
|---|---|---|---|---|
| Sep 19, 25 | 26.47 | 0 | 26.47 | 0.00 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Nov 21, 25 | 1,973.64 | -3,894.51 | -1,920.87 | 1.97 |
| Feb 20, 26 | 216.45 | -95.05 | 121.4 | 0.44 |
| Dec 18, 26 | 0 | 0 | 0 | n/a |