VolitionRx Limited (VNRX) Delta Exposure Analysis | DEX Options Flow & Market Impact - Stocknear

VolitionRx Limited

AMEX: VNRX · Real-Time Price · USD
0.64
0.01 (2.35%)
At close: Oct 03, 2025, 3:59 PM
0.66
2.34%
After-hours: Oct 03, 2025, 07:45 PM EDT

VNRX Daily Delta Exposure

VNRX's current Delta Exposure (DEX) is 91.33 shares, which is 107% larger than the 3M average of 44.206666666666656 shares. During this period, DEX ranged from 10.75 on Jul 14, 2025 to 126.86 on Sep 12, 2025, with dealers maintaining net short exposure requiring continuous hedging.

DEX History

Date Call Delta Put Delta Net Delta P/C Delta
Sep 30, 2025 92.01 -0.68 91.33 0.01
Sep 23, 2025 118.3 -0.61 117.69 0.01
Sep 22, 2025 120.39 -0.62 119.77 0.01

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