iShares MSCI USA Value Factor ETF (VLUE) ETF Delta Exposure by Expiration - Options Greeks Analysis - Stocknear

iShares MSCI USA Value Fa...

CBOE: VLUE · Real-Time Price · USD
127.20
-0.21 (-0.16%)
At close: Oct 06, 2025, 3:59 PM

VLUE Delta Exposure By Expiry

The total Delta Exposure (DEX) for VLUE across all expirations shows 2,177.83 net shares that market makers must hedge, with 2,177.83 from calls and 0 from puts. The put-call delta ratio of 0.00 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

VLUE DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 0 0 0 n/a
Nov 21, 25 207.27 0 207.27 0.00
Dec 19, 25 1,565.84 0 1,565.84 0.00
Mar 20, 26 404.72 0 404.72 0.00