Vanguard Value ETF (VTV) ETF Delta Exposure by Expiration - Options Greeks Analysis - Stocknear

Vanguard Value ETF

AMEX: VTV · Real-Time Price · USD
183.88
1.01 (0.55%)
At close: Oct 13, 2025, 10:21 AM

VTV Delta Exposure By Expiry

The total Delta Exposure (DEX) for VTV across all expirations shows 244,517.67 net shares that market makers must hedge, with 260,863.93 from calls and 16,346.26 from puts. The put-call delta ratio of 0.06 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

VTV DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 28,482.47 -3,811.39 24,671.08 0.13
Nov 21, 25 184,067.26 -5,275.75 178,791.51 0.03
Jan 16, 26 316.08 0 316.08 0.00
Feb 20, 26 42,849.47 -3,067.69 39,781.78 0.07
May 15, 26 5,148.65 -4,191.43 957.22 0.81