Vanguard Mega Cap Value ETF (MGV) ETF Daily Delta Exposure Analysis - Options Greeks - Stocknear

Vanguard Mega Cap Value E...

AMEX: MGV · Real-Time Price · USD
138.23
-0.17 (-0.12%)
At close: Oct 06, 2025, 3:59 PM
138.35
0.09%
After-hours: Oct 06, 2025, 05:43 PM EDT

MGV Daily Delta Exposure

MGV's current Delta Exposure (DEX) is 15.49K shares, which is 38% larger than the 3M average of 11.23K shares. During this period, DEX ranged from 2.04K on Jul 8, 2025 to 17.18K on Sep 17, 2025, with dealers maintaining net short exposure requiring continuous hedging.

DEX History

Date Call Delta Put Delta Net Delta P/C Delta
Sep 24, 2025 16,517.92 -1,023 15,494.92 0.06
Sep 19, 2025 16,902.81 -544.3 16,358.51 0.03
Sep 17, 2025 17,719.42 -543.52 17,175.9 0.03

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