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

Victoria's Secret & Co.

NYSE: VSCO · Real-Time Price · USD
25.65
0.11 (0.43%)
At close: Sep 10, 2025, 3:59 PM
25.75
0.39%
After-hours: Sep 10, 2025, 07:30 PM EDT

VSCO Delta Exposure By Expiry

The total Delta Exposure (DEX) for VSCO across all expirations shows 860,140.78 net shares that market makers must hedge, with 944,293.79 from calls and 84,153.01 from puts. The put-call delta ratio of 0.09 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
Sep 19, 25 444,595.21 -28,903.88 415,691.33 0.07
Oct 17, 25 274,152.74 -7,506.64 266,646.1 0.03
Dec 19, 25 94,660.53 -27,105.18 67,555.35 0.29
Jan 16, 26 61,846.88 -12,933.85 48,913.03 0.21
Mar 20, 26 8,428.26 -816.6 7,611.66 0.10
Dec 18, 26 18,621.38 -2,944.06 15,677.32 0.16
Jan 15, 27 38,360.16 -3,780.94 34,579.22 0.10
Dec 17, 27 3,628.63 -161.86 3,466.77 0.04