Valley National Bancorp (VLY)
NASDAQ: VLY
· Real-Time Price · USD
10.64
0.07 (0.66%)
At close: Oct 03, 2025, 3:59 PM
10.79
1.41%
After-hours: Oct 03, 2025, 06:58 PM EDT
VLY Delta Exposure By Expiry
The total Delta Exposure (DEX) for VLY across all expirations shows 476,804.49 net shares that market makers must hedge, with 496,461.93 from calls and 19,657.44 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.
VLY DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 94,414.37 | -1,027.17 | 93,387.2 | 0.01 |
| Nov 21, 25 | 672.43 | -622.76 | 49.67 | 0.93 |
| Dec 19, 25 | 25,265.47 | -6,394.18 | 18,871.29 | 0.25 |
| Jan 16, 26 | 355,368.41 | -4,723.24 | 350,645.17 | 0.01 |
| Mar 20, 26 | 5,916.16 | -2,545.23 | 3,370.93 | 0.43 |
| Jan 15, 27 | 14,292.89 | -4,344.86 | 9,948.03 | 0.30 |
| Jan 21, 28 | 532.2 | 0 | 532.2 | 0.00 |