Vanguard Intermediate-Term Corporate Bond ETF (VCIT) ETF Delta Exposure by Expiration - Options Greeks Analysis - Stocknear

Vanguard Intermediate-Ter...

NASDAQ: VCIT · Real-Time Price · USD
83.92
-0.14 (-0.17%)
At close: Oct 06, 2025, 2:23 PM

VCIT Delta Exposure By Expiry

The total Delta Exposure (DEX) for VCIT across all expirations shows 21,938.91 net shares that market makers must hedge, with 23,817.69 from calls and 1,878.78 from puts. The put-call delta ratio of 0.08 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

VCIT DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 1,499.74 -889.79 609.95 0.59
Nov 21, 25 11,185.67 -483.44 10,702.23 0.04
Jan 16, 26 8,285.55 0 8,285.55 0.00
Feb 20, 26 2,846.73 -505.55 2,341.18 0.18
May 15, 26 0 0 0 n/a