Vanguard Long-Term Corporate Bond ETF (VCLT) ETF Delta Exposure by Expiration - Options Greeks Analysis - Stocknear

Vanguard Long-Term Corpor...

NASDAQ: VCLT · Real-Time Price · USD
77.77
-0.08 (-0.10%)
At close: Oct 03, 2025, 3:59 PM
77.77
0.00%
After-hours: Oct 03, 2025, 04:28 PM EDT

VCLT Delta Exposure By Expiry

The total Delta Exposure (DEX) for VCLT across all expirations shows 122,337.39 net shares that market makers must hedge, with 147,125.39 from calls and 24,788 from puts. The put-call delta ratio of 0.17 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

VCLT DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 19,205.44 -8,903.96 10,301.48 0.46
Nov 21, 25 12,050.72 -2,465.9 9,584.82 0.20
Dec 19, 25 39,533.9 -9,845.37 29,688.53 0.25
Jan 16, 26 61,594 0 61,594 0.00
Mar 20, 26 14,741.33 -3,572.77 11,168.56 0.24