Net delta exposure for Asbury Automotive Group Inc (ABG) options was $9.49M per 1% move at the Nov 11, 2026 close. It has been positive on 18 of the last 20 trading days. Four weeks earlier, on Oct 14, 2026, it was $8.43M.
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Delta Exposure by Strike
Showing results for ABG, 2026-11-20(m), calls & puts
Delta Exposure Stats
Showing results for ABG, 2026-11-20(m), calls & puts
| Net DEX ($ per 1% move) | $8.11M |
|---|---|
| Call DEX ($ per 1% move) | $10.24M |
| Put DEX ($ per 1% move) | -$2.13M |
| Call Wall | |
| Put Wall |
Net Delta Exposure by Expiration
Showing results for ABG, 2026-11-20(m), calls & puts. View all expiries
| Expiration | Net DEX | Call DEX | Put DEX | Call Wall | Put Wall |
|---|---|---|---|---|---|
| Nov 20, 2026 8 DTE monthly | $8.11M | $10.24M | -$2.13M |
ABG Delta Exposure FAQ
What is delta exposure (DEX)?
Delta exposure estimates the dollar value of shares option dealers hold or owe as a hedge, per 1% move in the underlying.
Is ABG delta exposure positive or negative?
Asbury Automotive net delta exposure was positive on Nov 11, 2026, at $9.49M. It has been positive on 18 of the last 20 trading days.
How has ABG delta exposure changed recently?
Asbury Automotive net delta exposure went from $8.43M on Oct 14, 2026 to $9.49M on Nov 11, 2026. See the ABG delta exposure history for a longer view.
What is Asbury Automotive Group Inc?
Asbury Automotive Group is a regional collection of automobile dealerships that went public in March 2002.