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 Delta Exposure By Expiry
The total Delta Exposure (DEX) for VBR across all expirations shows 66,182.28 net shares that market makers must hedge, with 72,738.87 from calls and 6,556.59 from puts. The put-call delta ratio of 0.09 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
VBR DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 17,556.83 | -2,053.34 | 15,503.49 | 0.12 |
| Nov 21, 25 | 660.79 | -342.71 | 318.08 | 0.52 |
| Dec 19, 25 | 36,112.4 | -1,816.14 | 34,296.26 | 0.05 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 18,408.85 | -2,344.4 | 16,064.45 | 0.13 |