Vanguard Real Estate ETF (VNQ)
AMEX: VNQ
· Real-Time Price · USD
90.91
-0.51 (-0.55%)
At close: Oct 06, 2025, 10:32 AM
VNQ Delta Exposure By Expiry
The total Delta Exposure (DEX) for VNQ across all expirations shows -99,411.72 net shares that market makers must hedge, with 593,472.97 from calls and 692,884.69 from puts. The put-call delta ratio of 1.17 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
VNQ DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 133,898.1 | -49,654.21 | 84,243.89 | 0.37 |
| Nov 21, 25 | 57,156 | -13,946.16 | 43,209.84 | 0.24 |
| Dec 19, 25 | 62,987.11 | -49,252.82 | 13,734.29 | 0.78 |
| Jan 16, 26 | 211,427.18 | -346,825.52 | -135,398.34 | 1.64 |
| Mar 20, 26 | 23,951.08 | -12,060.84 | 11,890.24 | 0.50 |
| Jan 15, 27 | 104,053.5 | -221,145.14 | -117,091.64 | 2.13 |