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 Delta Exposure By Expiry
The total Delta Exposure (DEX) for VRNA across all expirations shows 977,257.95 net shares that market makers must hedge, with 1,033,260.76 from calls and 56,002.81 from puts. The put-call delta ratio of 0.05 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
VRNA DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 77,388.87 | -1,203.75 | 76,185.12 | 0.02 |
| Nov 21, 25 | 12,690.11 | -239.25 | 12,450.86 | 0.02 |
| Dec 19, 25 | 174,027.22 | -10,750.36 | 163,276.86 | 0.06 |
| Jan 16, 26 | 527,576.58 | -37,141.55 | 490,435.03 | 0.07 |
| Mar 20, 26 | 9,891 | -314.79 | 9,576.21 | 0.03 |
| Jan 15, 27 | 228,163.49 | -3,985.91 | 224,177.58 | 0.02 |
| Jan 21, 28 | 3,523.49 | -2,367.2 | 1,156.29 | 0.67 |