Vanguard Value ETF (VTV)
AMEX: VTV
· Real-Time Price · USD
183.22
0.07 (0.04%)
At close: Aug 29, 2025, 3:59 PM
183.80
0.32%
After-hours: Aug 29, 2025, 07:18 PM EDT
VTV Delta Exposure By Expiry
The total Delta Exposure (DEX) for VTV across all expirations shows 290,320.11 net shares that market makers must hedge, with 298,830.08 from calls and 8,509.97 from puts. The put-call delta ratio of 0.03 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Nov 21, 25 with 167,655.9 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.
VTV DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 67,649.29 | -1,564.97 | 66,084.32 | 0.02 |
| Oct 17, 25 | 26,605.81 | -729.91 | 25,875.9 | 0.03 |
| Nov 21, 25 | 171,973.61 | -4,317.71 | 167,655.9 | 0.03 |
| Jan 16, 26 | 316.08 | 0 | 316.08 | 0.00 |
| Feb 20, 26 | 32,285.29 | -1,897.38 | 30,387.91 | 0.06 |