Vertex Pharmaceuticals (VRTX)
VRTX Daily Delta Exposure
VRTX's current Delta Exposure (DEX) is 228.28K shares, which is 86% smaller than the 3M average of 1.64M shares. During this period, DEX ranged from -2.19M on Aug 5, 2025 to 3.36M on Jul 23, 2025, swinging between net long and short dealer positioning. Delta exposure has been increasing recently, forcing increased dealer shorting that could cap rallies. The current put-call delta ratio of 0.93 reflects balanced options positioning. Relatively low DEX indicates reduced hedging flows and potential for increased volatility.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 14, 2025 | 3,508,581.76 | -3,280,304.65 | 228,277.11 | 0.93 |
| Aug 13, 2025 | 4,106,181.87 | -2,881,361.13 | 1,224,820.74 | 0.70 |
| Aug 12, 2025 | 3,468,369.69 | -3,173,501.96 | 294,867.73 | 0.91 |
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