Vanguard S&P 500 Value ETF (VOOV) ETF Delta Exposure by Expiration - Options Greeks Analysis - Stocknear

Vanguard S&P 500 Value ET...

AMEX: VOOV · Real-Time Price · USD
200.75
0.80 (0.40%)
At close: Oct 03, 2025, 3:59 PM
200.50
-0.12%
After-hours: Oct 03, 2025, 07:55 PM EDT

VOOV Delta Exposure By Expiry

The total Delta Exposure (DEX) for VOOV across all expirations shows -5,726.62 net shares that market makers must hedge, with 2,526.86 from calls and 8,253.48 from puts. The put-call delta ratio of 3.27 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.

VOOV DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 760.6 -92.8 667.8 0.12
Nov 21, 25 94.42 0 94.42 0.00
Dec 19, 25 1,062.04 -622.75 439.29 0.59
Jan 16, 26 0 0 0 n/a
Mar 20, 26 609.8 -7,537.93 -6,928.13 12.36