Vanguard Tax-Exempt Bond ... (VTEB)
AMEX: VTEB
· Real-Time Price · USD
49.94
-0.04 (-0.08%)
At close: Oct 06, 2025, 10:00 AM
VTEB Delta Exposure By Expiry
The total Delta Exposure (DEX) for VTEB across all expirations shows 14,126.59 net shares that market makers must hedge, with 18,846.02 from calls and 4,719.43 from puts. The put-call delta ratio of 0.25 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
VTEB DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 383.88 | -101.6 | 282.28 | 0.26 |
| Nov 21, 25 | 5,777.5 | -1,974.59 | 3,802.91 | 0.34 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Feb 20, 26 | 12,667.36 | -2,628.08 | 10,039.28 | 0.21 |
| May 15, 26 | 17.28 | -15.16 | 2.12 | 0.88 |