Vanguard Real Estate ETF (VNQ)
VNQ Daily Delta Exposure
VNQ's current Delta Exposure (DEX) is -51.99K shares, which is 79% smaller than the 3M average of -253.08K shares. During this period, DEX ranged from -351.51K on Jun 26, 2025 to -51.99K on Aug 22, 2025, with dealers consistently net long, providing natural buying support. Delta exposure has been increasing recently, shifting the directional hedging pressure. The current put-call delta ratio of 1.10 reflects balanced options positioning. Near extreme DEX levels suggest potential for mean reversion as positions unwind.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 22, 2025 | 538,091.04 | -590,078.48 | -51,987.44 | 1.10 |
| Aug 21, 2025 | 437,783.03 | -666,166.72 | -228,383.69 | 1.52 |
| Aug 20, 2025 | 439,779.05 | -660,950.44 | -221,171.39 | 1.50 |
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