Vanguard S&P 500 ETF (VOO) ETF Delta Exposure by Expiration - Options Greeks Analysis - Stocknear

Vanguard S&P 500 ETF

AMEX: VOO · Real-Time Price · USD
600.44
-16.66 (-2.70%)
At close: Oct 10, 2025, 3:59 PM
608.49
1.34%
Pre-market: Oct 13, 2025, 06:13 AM EDT

VOO Delta Exposure By Expiry

The total Delta Exposure (DEX) for VOO across all expirations shows 9,635,505.08 net shares that market makers must hedge, with 12,954,159.93 from calls and 3,318,654.85 from puts. The put-call delta ratio of 0.26 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

VOO DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 1,520,549.8 -632,955.68 887,594.12 0.42
Oct 24, 25 165,145.69 -117,465.41 47,680.28 0.71
Oct 31, 25 222,135.67 -193,219.45 28,916.22 0.87
Nov 7, 25 74,945.2 -76,894.23 -1,949.03 1.03
Nov 14, 25 19,882.04 -15,720.38 4,161.66 0.79
Nov 21, 25 353,649.84 -228,669.89 124,979.95 0.65
Nov 28, 25 3,013.19 -287.4 2,725.79 0.10
Dec 19, 25 3,396,470.34 -395,133.43 3,001,336.91 0.12
Jan 16, 26 4,224,614.05 -1,036,274.3 3,188,339.75 0.25
Apr 17, 26 385,484.13 -266,265.18 119,218.95 0.69
Jan 15, 27 2,474,524.81 -316,824.8 2,157,700.01 0.13
Jan 21, 28 113,745.17 -38,944.7 74,800.47 0.34