Vanguard Extended Duration Treasury ETF (EDV) ETF Delta Exposure by Expiration - Options Greeks Analysis - Stocknear

Vanguard Extended Duratio...

AMEX: EDV · Real-Time Price · USD
67.96
-0.18 (-0.26%)
At close: Oct 03, 2025, 3:59 PM
67.41
-0.81%
Pre-market: Oct 06, 2025, 05:57 AM EDT

EDV Delta Exposure By Expiry

The total Delta Exposure (DEX) for EDV across all expirations shows 330,120.19 net shares that market makers must hedge, with 404,035.32 from calls and 73,915.13 from puts. The put-call delta ratio of 0.18 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

EDV DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 192,189.32 -9,527.39 182,661.93 0.05
Nov 21, 25 136,007.25 -28,616.6 107,390.65 0.21
Jan 16, 26 0 0 0 n/a
Feb 20, 26 70,892.53 -23,347.45 47,545.08 0.33
May 15, 26 4,946.22 -12,423.69 -7,477.47 2.51