(VSGX)
VSGX Daily Delta Exposure
VSGX's current Delta Exposure (DEX) is -174.25 shares, which is 16% larger than the 3M average of -150.60333333333332 shares. During this period, DEX ranged from -200.5 on Jun 13, 2025 to -77.06 on Jul 23, 2025, with dealers consistently net long, providing natural buying support. Delta exposure has been stable recently, maintaining steady hedging requirements. The current put-call delta ratio of 15.50 signals heavy put positioning that could accelerate downside moves. Near extreme DEX levels suggest potential for mean reversion as positions unwind.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Jul 31, 2025 | 12.02 | -186.27 | -174.25 | 15.50 |
| Jul 23, 2025 | 28.03 | -105.09 | -77.06 | 3.75 |
| Jun 13, 2025 | 64.46 | -264.96 | -200.5 | 4.11 |
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