(VSS)
VSS Daily Delta Exposure
VSS's current Delta Exposure (DEX) is 378.93000000000006 shares, which is 39% larger than the 3M average of 272.31166666666667 shares. During this period, DEX ranged from -23.860000000000014 on Aug 1, 2025 to 454.79999999999995 on Jul 25, 2025, swinging between net long and short dealer positioning. Delta exposure has been stable recently, maintaining steady hedging requirements. The current put-call delta ratio of 0.55 shows bullish call positioning but leaves the market vulnerable to pullbacks. Near extreme DEX levels suggest potential for mean reversion as positions unwind.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 12, 2025 | 833.45 | -454.52 | 378.93 | 0.55 |
| Aug 1, 2025 | 567.56 | -591.42 | -23.86 | 1.04 |
| Jul 25, 2025 | 730.03 | -275.23 | 454.8 | 0.38 |
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