Vanguard Russell 2000 ETF (VTWO) ETF Daily Delta Exposure Analysis - Options Greeks - Stocknear

Vanguard Russell 2000 ETF

NASDAQ: VTWO · Real-Time Price · USD
99.36
0.74 (0.75%)
At close: Oct 03, 2025, 3:59 PM
98.82
-0.54%
After-hours: Oct 03, 2025, 07:16 PM EDT

VTWO Daily Delta Exposure

VTWO's current Delta Exposure (DEX) is 67.94K shares, which is 96% larger than the 3M average of 34.74K shares. During this period, DEX ranged from -1.72K on Aug 1, 2025 to 67.94K on Oct 3, 2025, swinging between net long and short dealer positioning.

DEX History

Date Call Delta Put Delta Net Delta P/C Delta
Oct 3, 2025 91,668.85 -23,725.67 67,943.18 0.26
Oct 2, 2025 90,624.47 -24,556.33 66,068.14 0.27
Oct 1, 2025 90,600.87 -23,910.64 66,690.23 0.26

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