Vanguard Mid-Cap ETF (VO) ETF Delta Exposure by Expiration - Options Greeks Analysis - Stocknear

Vanguard Mid-Cap ETF

AMEX: VO · Real-Time Price · USD
295.42
0.21 (0.07%)
At close: Oct 06, 2025, 3:59 PM
297.50
0.70%
After-hours: Oct 06, 2025, 06:53 PM EDT

VO Delta Exposure By Expiry

The total Delta Exposure (DEX) for VO across all expirations shows 55,315.32 net shares that market makers must hedge, with 85,155.14 from calls and 29,839.82 from puts. The put-call delta ratio of 0.35 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

VO DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 22,278.14 -4,850.92 17,427.22 0.22
Nov 21, 25 2,633.33 -5,036.28 -2,402.95 1.91
Jan 16, 26 53,255.53 -15,037.64 38,217.89 0.28
Apr 17, 26 6,988.14 -4,914.98 2,073.16 0.70