CBOE: VSGX · Real-Time Price · USD
67.75
0.25 (0.37%)
At close: Aug 15, 2025, 2:59 PM

VSGX Delta Exposure By Expiry

The total Delta Exposure (DEX) for VSGX across all expirations shows -41.52 net shares that market makers must hedge, with 0 from calls and 41.52 from puts. The put-call delta ratio of n/a suggests neutral market maker positioning. The largest delta concentration at Nov 21, 25 with -41.52 net DEX represents significant hedging pressure that could fuel downside acceleration. The nearest expiration on Sep 19, 25 carries negative delta forcing market makers to buy shares, potentially providing support.

VSGX DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Sep 19, 25 0 0 0 n/a
Oct 17, 25 0 0 0 n/a
Nov 21, 25 0 -41.52 -41.52 n/a
Feb 20, 26 0 0 0 n/a