Veracyte Inc. (VCYT)
NASDAQ: VCYT
· Real-Time Price · USD
30.35
0.31 (1.03%)
At close: Aug 15, 2025, 11:37 AM
VCYT Delta Exposure By Expiry
The total Delta Exposure (DEX) for VCYT across all expirations shows 17,082.72 net shares that market makers must hedge, with 19,473.81 from calls and 2,391.09 from puts. The put-call delta ratio of 0.12 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Dec 19, 25 with 13,775.61 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.
VCYT DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 3,107.91 | -1,229.34 | 1,878.57 | 0.40 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Dec 19, 25 | 14,600.01 | -824.4 | 13,775.61 | 0.06 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 1,765.89 | -337.35 | 1,428.54 | 0.19 |