(VTI)
VTI Daily Delta Exposure
VTI's current Delta Exposure (DEX) is 4.25M shares, which is 64% larger than the 3M average of 2.59M shares. During this period, DEX ranged from 1.35M on May 23, 2025 to 4.43M on Aug 13, 2025, with dealers maintaining net short exposure requiring continuous hedging. Delta exposure has been increasing recently, forcing increased dealer shorting that could cap rallies. The current put-call delta ratio of 0.11 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 14, 2025 | 4,775,362.92 | -526,107.07 | 4,249,255.85 | 0.11 |
| Aug 13, 2025 | 4,926,874.5 | -495,773.12 | 4,431,101.38 | 0.10 |
| Aug 12, 2025 | 4,601,242.21 | -499,032.35 | 4,102,209.86 | 0.11 |
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