Verona Pharma (VRNA)
NASDAQ: VRNA
· Real-Time Price · USD
106.69
0.00 (0.00%)
At close: Sep 26, 2025, 3:59 PM
106.64
-0.05%
After-hours: Sep 26, 2025, 07:47 PM EDT
VRNA Daily Delta Exposure
VRNA's current Delta Exposure (DEX) is 977.26K shares, which is 31% larger than the 3M average of 746.2K shares. During this period, DEX ranged from 315.83K on Jul 8, 2025 to 977.26K on Sep 26, 2025, with dealers maintaining net short exposure requiring continuous hedging.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 26, 2025 | 1,033,260.76 | -56,002.81 | 977,257.95 | 0.05 |
| Sep 25, 2025 | 998,131.84 | -32,513.87 | 965,617.97 | 0.03 |
| Sep 24, 2025 | 943,511.01 | -108,978.35 | 834,532.66 | 0.12 |
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