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

AMEX: VIG · Real-Time Price · USD
214.71
2.07 (0.97%)
At close: Sep 10, 2025, 3:59 PM
215.00
0.14%
Pre-market: Sep 11, 2025, 08:31 AM EDT

VIG Delta Exposure By Expiry

The total Delta Exposure (DEX) for VIG across all expirations shows 782,736.6 net shares that market makers must hedge, with 805,686.09 from calls and 22,949.49 from puts. The put-call delta ratio of 0.03 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

VIG DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Sep 19, 25 56,176.93 -10,093.17 46,083.76 0.18
Oct 17, 25 36,936.14 -1,908.75 35,027.39 0.05
Nov 21, 25 257,849.86 -5,146.55 252,703.31 0.02
Jan 16, 26 59,979.36 0 59,979.36 0.00
Feb 20, 26 146,842.14 -4,823.85 142,018.29 0.03
Dec 18, 26 247,901.66 -977.17 246,924.49 0.00