Valaris Limited (VAL)
NYSE: VAL
· Real-Time Price · USD
52.06
1.86 (3.71%)
At close: Oct 03, 2025, 3:59 PM
53.64
3.03%
Pre-market: Oct 06, 2025, 08:22 AM EDT
VAL Delta Exposure By Expiry
The total Delta Exposure (DEX) for VAL across all expirations shows 590,179.73 net shares that market makers must hedge, with 822,561.33 from calls and 232,381.6 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.
VAL DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 56,725.29 | -15,901.38 | 40,823.91 | 0.28 |
| Nov 21, 25 | 106,767.56 | -47,248.48 | 59,519.08 | 0.44 |
| Dec 19, 25 | 171,139.16 | -50,895.49 | 120,243.67 | 0.30 |
| Jan 16, 26 | 92,162.34 | -37,705.61 | 54,456.73 | 0.41 |
| Feb 20, 26 | 7,348.5 | -4,068.4 | 3,280.1 | 0.55 |
| May 15, 26 | 169.51 | -130.32 | 39.19 | 0.77 |
| Jun 18, 26 | 70,659.61 | -40,245.81 | 30,413.8 | 0.57 |
| Dec 18, 26 | 131,531 | -22,407.22 | 109,123.78 | 0.17 |
| Jan 15, 27 | 159,859.18 | -11,079.07 | 148,780.11 | 0.07 |
| Dec 17, 27 | 25,359 | -2,485.88 | 22,873.12 | 0.10 |
| Jan 21, 28 | 840.18 | -213.94 | 626.24 | 0.25 |