(VMBS)
NASDAQ: VMBS
· Real-Time Price · USD
46.95
-0.13 (-0.28%)
At close: Sep 09, 2025, 3:59 PM
46.94
-0.02%
After-hours: Sep 09, 2025, 05:31 PM EDT
VMBS Delta Exposure By Expiry
The total Delta Exposure (DEX) for VMBS across all expirations shows 456.23 net shares that market makers must hedge, with 1,050.46 from calls and 594.23 from puts. The put-call delta ratio of 0.57 suggests neutral market maker positioning.
VMBS DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 205.42 | -9.96 | 195.46 | 0.05 |
| Oct 17, 25 | 25.33 | 0 | 25.33 | 0.00 |
| Nov 21, 25 | 303.87 | -557.6 | -253.73 | 1.83 |
| Jan 16, 26 | 312.13 | 0 | 312.13 | 0.00 |
| Feb 20, 26 | 203.71 | -26.67 | 177.04 | 0.13 |