Vanguard Financials ETF (VFH) ETF Delta Exposure by Expiration - Options Greeks Analysis - Stocknear

Vanguard Financials ETF

AMEX: VFH · Real-Time Price · USD
130.96
0.93 (0.72%)
At close: Oct 03, 2025, 3:59 PM
130.91
-0.03%
Pre-market: Oct 06, 2025, 08:59 AM EDT

VFH Delta Exposure By Expiry

The total Delta Exposure (DEX) for VFH across all expirations shows 120,290.79 net shares that market makers must hedge, with 123,514.74 from calls and 3,223.95 from puts. The put-call delta ratio of 0.03 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

VFH DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 1,811.57 -1,630.28 181.29 0.90
Nov 21, 25 42,762.53 -1,136.89 41,625.64 0.03
Jan 16, 26 50,828.14 0 50,828.14 0.00
Feb 20, 26 27,829.97 -456.78 27,373.19 0.02
May 15, 26 282.53 0 282.53 0.00