Verrica Pharmaceuticals I... (VRCA)
NASDAQ: VRCA
· Real-Time Price · USD
5.00
-0.05 (-0.99%)
At close: Sep 11, 2025, 2:46 PM
VRCA Delta Exposure By Expiry
The total Delta Exposure (DEX) for VRCA across all expirations shows 2,205.13 net shares that market makers must hedge, with 2,205.56 from calls and 0.43 from puts. The put-call delta ratio of 0.00 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
VRCA DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 0 | 0 | 0 | n/a |
| Nov 21, 25 | 1,136.25 | 0 | 1,136.25 | 0.00 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Feb 20, 26 | 1,069.31 | -0.43 | 1,068.88 | 0.00 |