Vanguard Russell 2000 ETF (VTWO)
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 Delta Exposure By Expiry
The total Delta Exposure (DEX) for VTWO across all expirations shows 67,943.18 net shares that market makers must hedge, with 91,668.85 from calls and 23,725.67 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.
VTWO DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 9,794.01 | -7,404.77 | 2,389.24 | 0.76 |
| Nov 21, 25 | 1,663.4 | -567.98 | 1,095.42 | 0.34 |
| Dec 19, 25 | 33,206.12 | -12,183.72 | 21,022.4 | 0.37 |
| Mar 20, 26 | 47,005.32 | -3,569.2 | 43,436.12 | 0.08 |