Vanguard Russell 1000 Value ETF (VONV) ETF Daily Delta Exposure Analysis - Options Greeks - Stocknear

Vanguard Russell 1000 Val...

NASDAQ: VONV · Real-Time Price · USD
90.10
0.13 (0.14%)
At close: Oct 06, 2025, 3:59 PM
90.10
0.00%
After-hours: Oct 06, 2025, 04:10 PM EDT

VONV Daily Delta Exposure

VONV's current Delta Exposure (DEX) is 858.47 shares, which is 140% larger than the 3M average of 357.85999999999996 shares. During this period, DEX ranged from 0 on Aug 12, 2025 to 858.47 on Sep 26, 2025, with dealers maintaining net short exposure requiring continuous hedging.

DEX History

Date Call Delta Put Delta Net Delta P/C Delta
Sep 26, 2025 858.47 0 858.47 0.00
Sep 22, 2025 558.22 0 558.22 0.00
Sep 18, 2025 596.24 0 596.24 0.00

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