Vanguard S&P Mid-Cap 400 ETF (IVOO) ETF Daily Delta Exposure Analysis - Options Greeks - Stocknear

Vanguard S&P Mid-Cap 400 ...

AMEX: IVOO · Real-Time Price · USD
111.28
0.37 (0.33%)
At close: Oct 03, 2025, 3:59 PM
111.24
-0.04%
After-hours: Oct 03, 2025, 06:22 PM EDT

IVOO Daily Delta Exposure

IVOO's current Delta Exposure (DEX) is 197.27 shares, which is 57% larger than the 3M average of 125.28400000000002 shares. During this period, DEX ranged from 0 on Sep 11, 2025 to 197.27 on Oct 1, 2025, with dealers maintaining net short exposure requiring continuous hedging.

DEX History

Date Call Delta Put Delta Net Delta P/C Delta
Oct 1, 2025 197.27 0 197.27 0.00
Sep 26, 2025 125.68 0 125.68 0.00
Sep 25, 2025 176.9 0 176.9 0.00

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