Vanguard Small-Cap Growth ETF (VBK) ETF Delta Exposure by Expiration - Options Greeks Analysis - Stocknear

Vanguard Small-Cap Growth...

AMEX: VBK · Real-Time Price · USD
302.56
1.11 (0.37%)
At close: Oct 03, 2025, 3:59 PM
304.02
0.48%
After-hours: Oct 03, 2025, 07:56 PM EDT

VBK Delta Exposure By Expiry

The total Delta Exposure (DEX) for VBK across all expirations shows 91,917.59 net shares that market makers must hedge, with 102,233.64 from calls and 10,316.05 from puts. The put-call delta ratio of 0.10 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

VBK DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 31,548.09 -2,458.71 29,089.38 0.08
Nov 21, 25 1,885.74 -154.49 1,731.25 0.08
Dec 19, 25 62,481.16 -7,372.44 55,108.72 0.12
Mar 20, 26 6,318.65 -330.41 5,988.24 0.05