AMEX: VWO · Real-Time Price · USD
51.35
0.14 (0.27%)
At close: Aug 15, 2025, 3:59 PM
51.37
0.03%
After-hours: Aug 15, 2025, 07:48 PM EDT

VWO Delta Exposure By Expiry

The total Delta Exposure (DEX) for VWO across all expirations shows 253,033.58 net shares that market makers must hedge, with 311,915.69 from calls and 58,882.11 from puts. The put-call delta ratio of 0.19 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Sep 19, 25 with 216,855.79 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.

VWO DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Sep 19, 25 239,324.76 -22,468.97 216,855.79 0.09
Oct 17, 25 16,206.39 -12,689.95 3,516.44 0.78
Nov 21, 25 6,532.2 -17,284.45 -10,752.25 2.65
Dec 19, 25 45,808.03 -6,346.47 39,461.56 0.14
Jan 16, 26 0 0 0 n/a
Mar 20, 26 4,044.31 -92.27 3,952.04 0.02