VMware Inc. (VMW)
VMW Daily Delta Exposure
VMW's current Delta Exposure (DEX) is -2.56K shares, which is Infinity% larger than the 3M average of 0 shares. During this period, DEX ranged from 0 on n/a to 0 on n/a, with dealers consistently net long, providing natural buying support. Delta exposure has been increasing recently, shifting the directional hedging pressure. The current put-call delta ratio of 1.39 signals heavy put positioning that could accelerate downside moves. Near extreme DEX levels suggest potential for mean reversion as positions unwind.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Nov 21, 2023 | 6,512.33 | -9,073.97 | -2,561.64 | 1.39 |
| Nov 17, 2023 | 6,256.42 | -17,452.84 | -11,196.42 | 2.79 |
| Nov 14, 2023 | 6,178.31 | -16,907.83 | -10,729.52 | 2.74 |
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