Vanguard Intermediate-Term Treasury ETF (VGIT) ETF Delta Exposure by Expiration - Options Greeks Analysis - Stocknear

Vanguard Intermediate-Ter...

NASDAQ: VGIT · Real-Time Price · USD
59.96
-0.10 (-0.17%)
At close: Oct 03, 2025, 3:59 PM
60.49
0.88%
After-hours: Oct 03, 2025, 06:59 PM EDT

VGIT Delta Exposure By Expiry

The total Delta Exposure (DEX) for VGIT across all expirations shows 5,844.71 net shares that market makers must hedge, with 8,109.04 from calls and 2,264.33 from puts. The put-call delta ratio of 0.28 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

VGIT DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 3,001.39 -1,514.07 1,487.32 0.50
Nov 21, 25 0 -33.06 -33.06 n/a
Jan 16, 26 2,180.21 -411.65 1,768.56 0.19
Apr 17, 26 2,927.44 -305.55 2,621.89 0.10