Vanguard Long-Term Treasury ETF (VGLT) ETF Delta Exposure by Expiration - Options Greeks Analysis - Stocknear

Vanguard Long-Term Treasu...

NASDAQ: VGLT · Real-Time Price · USD
56.44
-0.38 (-0.67%)
At close: Oct 06, 2025, 3:03 PM

VGLT Delta Exposure By Expiry

The total Delta Exposure (DEX) for VGLT across all expirations shows 55,560.68 net shares that market makers must hedge, with 90,894.65 from calls and 35,333.97 from puts. The put-call delta ratio of 0.39 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

VGLT DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 42,679.34 -6,640.72 36,038.62 0.16
Nov 21, 25 18,457.1 -23,804.25 -5,347.15 1.29
Feb 20, 26 28,058.62 -4,457.69 23,600.93 0.16
May 15, 26 1,699.59 -431.31 1,268.28 0.25