Vanguard Health Care ETF (VHT) ETF Delta Exposure by Expiration - Options Greeks Analysis - Stocknear

Vanguard Health Care ETF

AMEX: VHT · Real-Time Price · USD
269.56
3.02 (1.13%)
At close: Oct 03, 2025, 3:59 PM
271.42
0.69%
After-hours: Oct 03, 2025, 07:31 PM EDT

VHT Delta Exposure By Expiry

The total Delta Exposure (DEX) for VHT across all expirations shows 23,215.01 net shares that market makers must hedge, with 48,326.4 from calls and 25,111.39 from puts. The put-call delta ratio of 0.52 suggests neutral market maker positioning.

VHT DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 11,539.3 -2,033.53 9,505.77 0.18
Nov 21, 25 1,794.12 -1,204.6 589.52 0.67
Dec 19, 25 15,678.16 -6,385.09 9,293.07 0.41
Jan 16, 26 1,303.3 0 1,303.3 0.00
Mar 20, 26 18,011.52 -15,488.17 2,523.35 0.86