Vanguard Mortgage-Backed Securities ETF (VMBS) ETF Daily Delta Exposure Analysis - Options Greeks - Stocknear

Vanguard Mortgage-Backed ...

NASDAQ: VMBS · Real-Time Price · USD
46.88
-0.09 (-0.19%)
At close: Oct 06, 2025, 1:27 PM

VMBS Daily Delta Exposure

VMBS's current Delta Exposure (DEX) is 85.68999999999994 shares, which is 38% smaller than the 3M average of -139.19538461538465 shares. During this period, DEX ranged from -656.87 on Jul 10, 2025 to 164.71000000000004 on Sep 18, 2025, swinging between net long and short dealer positioning.

DEX History

Date Call Delta Put Delta Net Delta P/C Delta
Oct 3, 2025 786.8 -701.11 85.69 0.89
Sep 30, 2025 723.28 -704.36 18.92 0.97
Sep 23, 2025 634.26 -603.09 31.17 0.95

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