(VMBS)
VMBS Daily Delta Exposure
VMBS's current Delta Exposure (DEX) is -1.24K shares, which is 14% larger than the 3M average of -1.09K shares. During this period, DEX ranged from -1.32K on Jul 30, 2025 to -637.8199999999999 on May 19, 2025, with dealers consistently net long, providing natural buying support. Delta exposure has been decreasing recently, reducing dealer buying pressure that supported recent moves. The current put-call delta ratio of 3.77 signals heavy put positioning that could accelerate downside moves. Near extreme DEX levels suggest potential for mean reversion as positions unwind.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 11, 2025 | 447.18 | -1,686.5 | -1,239.32 | 3.77 |
| Jul 31, 2025 | 478.22 | -1,737.61 | -1,259.39 | 3.63 |
| Jul 30, 2025 | 473.91 | -1,798.14 | -1,324.23 | 3.79 |
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