Vanguard Mega Cap Value ETF (MGV) ETF Delta Exposure by Expiration - Options Greeks Analysis - 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 Delta Exposure By Expiry

The total Delta Exposure (DEX) for MGV across all expirations shows 14,799.53 net shares that market makers must hedge, with 15,715.93 from calls and 916.4 from puts. The put-call delta ratio of 0.06 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

MGV DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 255.31 -528.62 -273.31 2.07
Nov 21, 25 0 0 0 n/a
Dec 19, 25 0 0 0 n/a
Jan 16, 26 15,285.71 -329.18 14,956.53 0.02
Apr 17, 26 174.91 -58.6 116.31 0.34