Vulcan Materials (VMC) Delta Exposure by Expiry | DEX Options Analysis & Greeks - Stocknear

Vulcan Materials

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