Vulcan Materials (VMC)
NYSE: VMC
· Real-Time Price · USD
294.91
-6.74 (-2.23%)
At close: Sep 12, 2025, 3:59 PM
297.54
0.89%
After-hours: Sep 12, 2025, 06:00 PM EDT
VMC Delta Exposure By Expiry
The total Delta Exposure (DEX) for VMC across all expirations shows 133,032.53 net shares that market makers must hedge, with 350,890.74 from calls and 217,858.21 from puts. The put-call delta ratio of 0.62 suggests neutral market maker positioning.
VMC DEX Table
Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
---|---|---|---|---|
Sep 19, 25 | 54,641.36 | -38,217.78 | 16,423.58 | 0.70 |
Oct 17, 25 | 18,156.65 | -26,507.36 | -8,350.71 | 1.46 |
Nov 21, 25 | 116,643.16 | -11,060.62 | 105,582.54 | 0.09 |
Dec 19, 25 | 125,684.16 | -16,149.39 | 109,534.77 | 0.13 |
Jan 16, 26 | 0 | 0 | 0 | n/a |
Feb 20, 26 | 35,765.41 | -125,923.06 | -90,157.65 | 3.52 |