Vanguard Short-Term Tax-Exempt Bond ETF (VTES) ETF Delta Exposure by Expiration - Options Greeks Analysis - Stocknear

Vanguard Short-Term Tax-E...

AMEX: VTES · Real-Time Price · USD
101.62
-0.04 (-0.04%)
At close: Oct 06, 2025, 11:52 AM

VTES Delta Exposure By Expiry

The total Delta Exposure (DEX) for VTES across all expirations shows 83.94 net shares that market makers must hedge, with 116.18 from calls and 32.24 from puts. The put-call delta ratio of 0.28 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

VTES DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 0 0 0 n/a
Nov 21, 25 0 0 0 n/a
Dec 19, 25 116.18 -32.24 83.94 0.28
Mar 20, 26 0 0 0 n/a