Vanguard Short-Term Treas... (VGSH)
NASDAQ: VGSH
· Real-Time Price · USD
58.70
-0.02 (-0.03%)
At close: Oct 06, 2025, 1:11 PM
VGSH Delta Exposure By Expiry
The total Delta Exposure (DEX) for VGSH across all expirations shows 2,480.51 net shares that market makers must hedge, with 3,216.83 from calls and 736.32 from puts. The put-call delta ratio of 0.23 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
VGSH DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 46.84 | 0 | 46.84 | 0.00 |
| Nov 21, 25 | 1,549.69 | -239.79 | 1,309.9 | 0.15 |
| Dec 19, 25 | 1,084.64 | -372.65 | 711.99 | 0.34 |
| Mar 20, 26 | 535.66 | -123.88 | 411.78 | 0.23 |