Vertex Pharmaceuticals (VRTX)
NASDAQ: VRTX
· Real-Time Price · USD
394.33
-3.04 (-0.77%)
At close: Sep 12, 2025, 3:59 PM
394.05
-0.07%
After-hours: Sep 12, 2025, 07:56 PM EDT
VRTX Delta Exposure By Expiry
The total Delta Exposure (DEX) for VRTX across all expirations shows 377,282.31 net shares that market makers must hedge, with 3,219,348.19 from calls and 2,842,065.88 from puts. The put-call delta ratio of 0.88 suggests neutral market maker positioning.
VRTX DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 495,250.01 | -451,871.86 | 43,378.15 | 0.91 |
| Sep 26, 25 | 67,941.43 | -27,139.9 | 40,801.53 | 0.40 |
| Oct 3, 25 | 9,096.96 | -14,073.68 | -4,976.72 | 1.55 |
| Oct 10, 25 | 9,165.04 | -6,845.13 | 2,319.91 | 0.75 |
| Oct 17, 25 | 381,037.72 | -614,104.19 | -233,066.47 | 1.61 |
| Oct 24, 25 | 21,693.46 | -557.04 | 21,136.42 | 0.03 |
| Oct 31, 25 | 925.13 | -511.16 | 413.97 | 0.55 |
| Nov 21, 25 | 59,599.54 | -17,885.04 | 41,714.5 | 0.30 |
| Jan 16, 26 | 525,082.79 | -937,848.43 | -412,765.64 | 1.79 |
| Mar 20, 26 | 138,533.81 | -123,799.69 | 14,734.12 | 0.89 |
| Apr 17, 26 | 3,719.99 | -1,408.24 | 2,311.75 | 0.38 |
| Jun 18, 26 | 254,726.72 | -270,436.99 | -15,710.27 | 1.06 |
| Sep 18, 26 | 86,868.7 | -25,554.14 | 61,314.56 | 0.29 |
| Dec 18, 26 | 244,779.99 | -49,959.8 | 194,820.19 | 0.20 |
| Jan 15, 27 | 402,771.54 | -279,468.82 | 123,302.72 | 0.69 |
| Jun 17, 27 | 518,155.36 | -20,601.77 | 497,553.59 | 0.04 |