Vanguard Value ETF (VTV)
VTV Daily Delta Exposure
VTV's current Delta Exposure (DEX) is 298.51K shares, which is 129% larger than the 3M average of 130.44K shares. During this period, DEX ranged from 67.64K on May 30, 2025 to 298.51K on Aug 28, 2025, with dealers maintaining net short exposure requiring continuous hedging. Delta exposure has been increasing recently, forcing increased dealer shorting that could cap rallies. The current put-call delta ratio of 0.03 shows bullish call positioning but leaves the market vulnerable to pullbacks. Near extreme DEX levels suggest potential for mean reversion as positions unwind.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 28, 2025 | 306,500 | -7,990.56 | 298,509.44 | 0.03 |
| Aug 27, 2025 | 292,834.3 | -8,086.54 | 284,747.76 | 0.03 |
| Aug 26, 2025 | 287,922.4 | -7,917.55 | 280,004.85 | 0.03 |
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