Vanguard Small-Cap ETF (VB) ETF Daily Delta Exposure Analysis - Options Greeks - Stocknear

Vanguard Small-Cap ETF

AMEX: VB · Real-Time Price · USD
254.03
-0.80 (-0.31%)
At close: Sep 29, 2025, 3:59 PM
254.34
0.12%
After-hours: Sep 29, 2025, 07:56 PM EDT

VB Daily Delta Exposure

VB's current Delta Exposure (DEX) is 109.74K shares, which is 127% larger than the 3M average of 48.4K shares. During this period, DEX ranged from 17.25K on Jul 1, 2025 to 109.74K on Sep 29, 2025, with dealers maintaining net short exposure requiring continuous hedging.

DEX History

Date Call Delta Put Delta Net Delta P/C Delta
Sep 29, 2025 126,388.07 -16,651.38 109,736.69 0.13
Sep 26, 2025 107,977.97 -16,621.25 91,356.72 0.15
Sep 25, 2025 108,643.53 -16,968.53 91,675 0.16

Stop Guessing, Start Knowing.

Cut through market noise with actionable insights that actually help you make confident investment decisions. No more endless research or gut-based guessing.

Unlimited access to all data and tools
Unlimited access to all data and tools, giving you the edge over everyone else in the market.
Realtime Options & Dark Pool Data
Instant access to live options & dark pool data to spot opportunities and trade with precision before the market moves.
Top Wallstreet Analyst Ratings
Follow ratings from the best analysts on Wall Street to stay ahead.
Up to 30 years financial history
We deliver premium Wall Street data with top-tier accuracy and up to 30 years of history.