Vanguard S&P Mid-Cap 400 ETF (IVOO) ETF Delta Exposure by Expiration - Options Greeks Analysis - Stocknear

Vanguard S&P Mid-Cap 400 ...

AMEX: IVOO · Real-Time Price · USD
111.28
0.37 (0.33%)
At close: Oct 03, 2025, 3:59 PM
111.24
-0.04%
After-hours: Oct 03, 2025, 06:22 PM EDT

IVOO Delta Exposure By Expiry

The total Delta Exposure (DEX) for IVOO across all expirations shows 295.37 net shares that market makers must hedge, with 295.37 from calls and 0 from puts. The put-call delta ratio of 0.00 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

IVOO DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 169.49 0 169.49 0.00
Nov 21, 25 0 0 0 n/a
Dec 19, 25 0 0 0 n/a
Jan 16, 26 0 0 0 n/a
Apr 17, 26 125.88 0 125.88 0.00