Vanguard FTSE Developed Markets ETF (VEA) ETF Daily Delta Exposure Analysis - Options Greeks - Stocknear

Vanguard FTSE Developed M...

AMEX: VEA · Real-Time Price · USD
58.97
0.29 (0.49%)
At close: Sep 05, 2025, 3:59 PM
59.58
1.03%
After-hours: Sep 05, 2025, 07:02 PM EDT

VEA Daily Delta Exposure

VEA's current Delta Exposure (DEX) is 206.28K shares, which is 34% larger than the 3M average of 153.93K shares. During this period, DEX ranged from 88.68K on Jun 20, 2025 to 239.15K on Sep 2, 2025, with dealers maintaining net short exposure requiring continuous hedging.

DEX History

Date Call Delta Put Delta Net Delta P/C Delta
Sep 4, 2025 228,899.64 -22,623.28 206,276.36 0.10
Sep 3, 2025 249,768.56 -21,510.65 228,257.91 0.09
Sep 2, 2025 260,202.04 -21,055.54 239,146.5 0.08

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