Marriott Vacations Worldw... (VAC)
NYSE: VAC
· Real-Time Price · USD
69.87
-0.45 (-0.64%)
At close: Sep 26, 2025, 3:59 PM
69.31
-0.80%
After-hours: Sep 26, 2025, 06:26 PM EDT
VAC Delta Exposure By Expiry
The total Delta Exposure (DEX) for VAC across all expirations shows 16,848.34 net shares that market makers must hedge, with 43,226.03 from calls and 26,377.69 from puts. The put-call delta ratio of 0.61 suggests neutral market maker positioning.
VAC DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 28,423.82 | -18,316.06 | 10,107.76 | 0.64 |
| Nov 21, 25 | 21.12 | -114.75 | -93.63 | 5.43 |
| Dec 19, 25 | 59 | -37.4 | 21.6 | 0.63 |
| Jan 16, 26 | 12,800.09 | -5,664.72 | 7,135.37 | 0.44 |
| Apr 17, 26 | 1,832.24 | -2,173.23 | -340.99 | 1.19 |
| Dec 18, 26 | 89.76 | -71.53 | 18.23 | 0.80 |