Varex Imaging Corporation (VREX)
NASDAQ: VREX
· Real-Time Price · USD
11.94
0.08 (0.67%)
At close: Oct 03, 2025, 3:59 PM
11.94
0.00%
After-hours: Oct 03, 2025, 04:10 PM EDT
VREX Delta Exposure By Expiry
The total Delta Exposure (DEX) for VREX across all expirations shows 71,483.58 net shares that market makers must hedge, with 72,011.9 from calls and 528.32 from puts. The put-call delta ratio of 0.01 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
VREX DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 64.59 | -291.75 | -227.16 | 4.52 |
| Nov 21, 25 | 151.96 | -36.66 | 115.3 | 0.24 |
| Dec 19, 25 | 1,535.55 | -183.56 | 1,351.99 | 0.12 |
| Jan 16, 26 | 69,833.28 | 0 | 69,833.28 | 0.00 |
| Feb 20, 26 | 419.74 | -16.35 | 403.39 | 0.04 |
| May 15, 26 | 6.78 | 0 | 6.78 | 0.00 |