Vanguard Mortgage-Backed ... (VMBS)
NASDAQ: VMBS
· Real-Time Price · USD
46.88
-0.09 (-0.19%)
At close: Oct 06, 2025, 1:20 PM
VMBS Delta Exposure By Expiry
The total Delta Exposure (DEX) for VMBS across all expirations shows 397.82 net shares that market makers must hedge, with 1,098.93 from calls and 701.11 from puts. The put-call delta ratio of 0.64 suggests neutral market maker positioning.
VMBS DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 140.91 | -36.52 | 104.39 | 0.26 |
| Nov 21, 25 | 331.03 | -495.15 | -164.12 | 1.50 |
| Jan 16, 26 | 312.13 | 0 | 312.13 | 0.00 |
| Feb 20, 26 | 275.6 | -169.44 | 106.16 | 0.61 |
| May 15, 26 | 39.26 | 0 | 39.26 | 0.00 |