Net delta exposure for Arch Capital Group Ltd (ACGL) options was $25.52M per 1% move at the Nov 4, 2026 close. It has been positive on 15 of the last 20 trading days. Four weeks earlier, on Oct 7, 2026, it was -$13.24M.
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Delta Exposure by Strike
Showing results for ACGL, 2026-11-20(m), calls & puts
Delta Exposure Stats
Showing results for ACGL, 2026-11-20(m), calls & puts
Net Delta Exposure by Expiration
Showing results for ACGL, 2026-11-20(m), calls & puts. View all expiries
| Expiration | Net DEX | Call DEX | Put DEX | Call Wall | Put Wall |
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ACGL 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 ACGL delta exposure positive or negative?
Arch Capital net delta exposure was positive on Nov 4, 2026, at $25.52M. It has been positive on 15 of the last 20 trading days.
How has ACGL delta exposure changed recently?
Arch Capital net delta exposure went from -$13.24M on Oct 7, 2026 to $25.52M on Nov 4, 2026. See the ACGL delta exposure history for a longer view.
What is Arch Capital Group Ltd?
Arch Capital Group Ltd is a Bermuda company that writes insurance and reinsurance with operations in the United States, Canada, Europe, Australia, and the United Kingdom.