Vanguard Small-Cap Value ... (VBR)
AMEX: VBR
· Real-Time Price · USD
211.25
1.22 (0.58%)
At close: Oct 03, 2025, 3:59 PM
211.15
-0.05%
After-hours: Oct 03, 2025, 06:04 PM EDT
VBR Daily Delta Exposure
VBR's current Delta Exposure (DEX) is 66.18K shares, which is 90% larger than the 3M average of 34.8K shares. During this period, DEX ranged from 14.75K on Jul 21, 2025 to 66.44K on Sep 24, 2025, with dealers maintaining net short exposure requiring continuous hedging.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 3, 2025 | 72,738.87 | -6,556.59 | 66,182.28 | 0.09 |
| Oct 2, 2025 | 71,095.02 | -6,469 | 64,626.02 | 0.09 |
| Sep 30, 2025 | 69,542.11 | -6,039.95 | 63,502.16 | 0.09 |
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