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

Vanguard Short-Term Corpo...

NASDAQ: VCSH · Real-Time Price · USD
79.82
0.05 (0.06%)
At close: Sep 26, 2025, 3:59 PM
79.77
-0.06%
After-hours: Sep 26, 2025, 04:25 PM EDT

VCSH Delta Exposure By Expiry

The total Delta Exposure (DEX) for VCSH across all expirations shows 5,073.81 net shares that market makers must hedge, with 6,046.11 from calls and 972.3 from puts. The put-call delta ratio of 0.16 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

VCSH DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 1,031.8 0 1,031.8 0.00
Nov 21, 25 357.44 -600.54 -243.1 1.68
Jan 16, 26 615.36 0 615.36 0.00
Feb 20, 26 3,988.42 -371.76 3,616.66 0.09
May 15, 26 53.09 0 53.09 0.00