(VB)
AMEX: VB
· Real-Time Price · USD
245.92
-0.96 (-0.39%)
At close: Aug 15, 2025, 3:59 PM
247.73
0.74%
After-hours: Aug 15, 2025, 07:20 PM EDT
VB Delta Exposure By Expiry
The total Delta Exposure (DEX) for VB across all expirations shows 39,909.13 net shares that market makers must hedge, with 93,793.19 from calls and 53,884.06 from puts. The put-call delta ratio of 0.57 suggests neutral market maker positioning. The largest delta concentration at Dec 19, 25 with 27,714.85 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.
VB DEX Table
Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
---|---|---|---|---|
Sep 19, 25 | 59,934.52 | -52,707.44 | 7,227.08 | 0.88 |
Oct 17, 25 | 216.97 | 0 | 216.97 | 0.00 |
Dec 19, 25 | 28,741.1 | -1,026.25 | 27,714.85 | 0.04 |
Jan 16, 26 | 0 | 0 | 0 | n/a |
Mar 20, 26 | 4,900.6 | -150.37 | 4,750.23 | 0.03 |