Vulcan Materials (VMC)
NYSE: VMC
· Real-Time Price · USD
304.77
1.40 (0.46%)
At close: Oct 03, 2025, 3:59 PM
304.50
-0.09%
After-hours: Oct 03, 2025, 06:29 PM EDT
VMC Delta Exposure By Expiry
The total Delta Exposure (DEX) for VMC across all expirations shows 117,943.41 net shares that market makers must hedge, with 338,598.2 from calls and 220,654.79 from puts. The put-call delta ratio of 0.65 suggests neutral market maker positioning.
VMC DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 33,491.11 | -52,762.05 | -19,270.94 | 1.58 |
| Nov 21, 25 | 114,820.38 | -11,920.14 | 102,900.24 | 0.10 |
| Dec 19, 25 | 146,402.14 | -22,348.76 | 124,053.38 | 0.15 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Feb 20, 26 | 41,046.9 | -132,209.2 | -91,162.3 | 3.22 |
| May 15, 26 | 2,837.67 | -1,414.64 | 1,423.03 | 0.50 |