Valmont Industries Inc. (VMI)
NYSE: VMI
· Real-Time Price · USD
373.23
-3.11 (-0.83%)
At close: Aug 15, 2025, 2:06 PM
VMI Delta Exposure By Expiry
The total Delta Exposure (DEX) for VMI across all expirations shows 172,180.6 net shares that market makers must hedge, with 183,742.02 from calls and 11,561.42 from puts. The put-call delta ratio of 0.06 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Sep 19, 25 with 73,740.37 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.
VMI DEX Table
Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
---|---|---|---|---|
Sep 19, 25 | 76,964.95 | -3,224.58 | 73,740.37 | 0.04 |
Oct 17, 25 | 0 | 0 | 0 | n/a |
Nov 21, 25 | 45,666.91 | -5,620.05 | 40,046.86 | 0.12 |
Dec 19, 25 | 53,471.66 | -2,093.01 | 51,378.65 | 0.04 |
Mar 20, 26 | 7,638.5 | -623.78 | 7,014.72 | 0.08 |