(VEGI) Delta Exposure by Expiry | DEX Options Analysis & Greeks - Stocknear

AMEX: VEGI · Real-Time Price · USD
39.99
-0.40 (-0.99%)
At close: Sep 12, 2025, 3:59 PM
40.98
2.46%
After-hours: Sep 12, 2025, 05:29 PM EDT

VEGI Delta Exposure By Expiry

The total Delta Exposure (DEX) for VEGI across all expirations shows -5.17 net shares that market makers must hedge, with 22.54 from calls and 27.71 from puts. The put-call delta ratio of 1.23 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.

VEGI DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Sep 19, 25 0 -27.71 -27.71 n/a
Oct 17, 25 0 0 0 n/a
Dec 19, 25 22.54 0 22.54 0.00
Mar 20, 26 0 0 0 n/a