(VNQ)
VNQ Daily Delta Exposure
VNQ's current Delta Exposure (DEX) is -245.48K shares, which is 6% smaller than the 3M average of -260.7K shares. During this period, DEX ranged from -353.06K on May 22, 2025 to -136.62K on Jun 24, 2025, with dealers consistently net long, providing natural buying support. Delta exposure has been stable recently, maintaining steady hedging requirements. The current put-call delta ratio of 1.59 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 |
|---|---|---|---|---|
| Aug 19, 2025 | 415,541.88 | -661,025.26 | -245,483.38 | 1.59 |
| Aug 18, 2025 | 353,806.57 | -696,124.29 | -342,317.72 | 1.97 |
| Aug 15, 2025 | 362,709.55 | -680,593.09 | -317,883.54 | 1.88 |
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