Victoria's Secret & Co. (VSCO) Delta Exposure by Expiry | DEX Options Analysis & Greeks - Stocknear

Victoria's Secret & Co.

NYSE: VSCO · Real-Time Price · USD
29.15
-0.03 (-0.10%)
At close: Oct 03, 2025, 3:59 PM
29.39
0.82%
Pre-market: Oct 06, 2025, 04:09 AM EDT

VSCO Delta Exposure By Expiry

The total Delta Exposure (DEX) for VSCO across all expirations shows 563,589.82 net shares that market makers must hedge, with 625,775.67 from calls and 62,185.85 from puts. The put-call delta ratio of 0.10 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

VSCO DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 249,486.54 -10,866.94 238,619.6 0.04
Nov 21, 25 15,687.06 -2,218.71 13,468.35 0.14
Dec 19, 25 166,524.58 -24,271.88 142,252.7 0.15
Jan 16, 26 82,655.16 -13,577.89 69,077.27 0.16
Mar 20, 26 18,356.17 -3,258.79 15,097.38 0.18
Dec 18, 26 22,956.54 -3,209.1 19,747.44 0.14
Jan 15, 27 66,073.29 -4,438.79 61,634.5 0.07
Dec 17, 27 3,658.26 -255.33 3,402.93 0.07
Jan 21, 28 378.07 -88.42 289.65 0.23