Vanguard Small-Cap ETF (VB) ETF Delta Exposure by Expiration - Options Greeks Analysis - 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
253.39
-0.25%
Pre-market: Sep 30, 2025, 06:38 AM EDT

VB Delta Exposure By Expiry

The total Delta Exposure (DEX) for VB across all expirations shows 109,736.69 net shares that market makers must hedge, with 126,388.07 from calls and 16,651.38 from puts. The put-call delta ratio of 0.13 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

VB DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 30,373.82 -10,869.79 19,504.03 0.36
Nov 21, 25 18,738.83 -1,421.34 17,317.49 0.08
Dec 19, 25 63,497.7 -3,925.69 59,572.01 0.06
Jan 16, 26 0 0 0 n/a
Mar 20, 26 13,777.72 -434.56 13,343.16 0.03