Vanguard Russell 1000 ETF (VONE) ETF Delta Exposure by Expiration - Options Greeks Analysis - Stocknear

Vanguard Russell 1000 ETF

NASDAQ: VONE · Real-Time Price · USD
305.36
1.34 (0.44%)
At close: Oct 06, 2025, 3:59 PM
305.36
0.00%
After-hours: Oct 06, 2025, 04:10 PM EDT

VONE Delta Exposure By Expiry

The total Delta Exposure (DEX) for VONE across all expirations shows 4,469.06 net shares that market makers must hedge, with 4,850.48 from calls and 381.42 from puts. The put-call delta ratio of 0.08 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

VONE DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 3,829.95 -304.02 3,525.93 0.08
Nov 21, 25 0 0 0 n/a
Jan 16, 26 622.08 0 622.08 0.00
Apr 17, 26 398.45 -77.4 321.05 0.19