iShares MSCI USA Value Fa... (VLUE)
CBOE: VLUE
· Real-Time Price · USD
127.72
0.31 (0.24%)
At close: Oct 06, 2025, 1:20 PM
VLUE Daily Delta Exposure
VLUE's current Delta Exposure (DEX) is 2.18K shares, which is 72% larger than the 3M average of 1.27K shares. During this period, DEX ranged from 495.26 on Jul 9, 2025 to 2.18K on Oct 3, 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 | 2,177.83 | 0 | 2,177.83 | 0.00 |
| Sep 25, 2025 | 2,048.86 | 0 | 2,048.86 | 0.00 |
| Sep 15, 2025 | 868.03 | 0 | 868.03 | 0.00 |
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