Vanguard Long-Term Bond E... (BLV)
AMEX: BLV
· Real-Time Price · USD
70.78
-0.12 (-0.17%)
At close: Oct 06, 2025, 10:10 AM
BLV Delta Exposure By Expiry
The total Delta Exposure (DEX) for BLV across all expirations shows 17,449.28 net shares that market makers must hedge, with 20,660.88 from calls and 3,211.6 from puts. The put-call delta ratio of 0.16 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
BLV DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 5,953.97 | -668.4 | 5,285.57 | 0.11 |
| Nov 21, 25 | 633.38 | -974.49 | -341.11 | 1.54 |
| Dec 19, 25 | 7,176.98 | -1,160.6 | 6,016.38 | 0.16 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 6,896.55 | -408.11 | 6,488.44 | 0.06 |