NASDAQ: VIGI · Real-Time Price · USD
89.58
0.77 (0.87%)
At close: Aug 15, 2025, 3:59 PM
89.29
-0.32%
After-hours: Aug 15, 2025, 04:10 PM EDT

VIGI Delta Exposure By Expiry

The total Delta Exposure (DEX) for VIGI across all expirations shows 1,236.9 net shares that market makers must hedge, with 1,294.55 from calls and 57.65 from puts. The put-call delta ratio of 0.04 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Nov 21, 25 with 724.98 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries negative delta forcing market makers to buy shares, potentially providing support.

VIGI DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Sep 19, 25 0 0 0 n/a
Oct 17, 25 0 0 0 n/a
Nov 21, 25 782.63 -57.65 724.98 0.07
Dec 19, 25 80.71 0 80.71 0.00
Feb 20, 26 431.21 0 431.21 0.00