Vanguard FTSE Developed Markets ETF (VEA) ETF Delta Exposure by Expiration - Options Greeks Analysis - 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, 07:48 PM EDT

VEA Delta Exposure By Expiry

The total Delta Exposure (DEX) for VEA across all expirations shows 264,415.51 net shares that market makers must hedge, with 284,067.03 from calls and 19,651.52 from puts. The put-call delta ratio of 0.07 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

VEA DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Sep 19, 25 199,492.61 -7,883.89 191,608.72 0.04
Oct 17, 25 2,325.8 -1,134.71 1,191.09 0.49
Dec 19, 25 67,471.26 -8,663.77 58,807.49 0.13
Jan 16, 26 0 0 0 n/a
Mar 20, 26 14,777.36 -1,969.15 12,808.21 0.13