Vanguard Large-Cap ETF (VV) ETF Daily Delta Exposure Analysis - Options Greeks - Stocknear

Vanguard Large-Cap ETF

AMEX: VV · Real-Time Price · USD
309.21
-0.04 (-0.01%)
At close: Oct 03, 2025, 3:59 PM
309.64
0.14%
Pre-market: Oct 06, 2025, 07:02 AM EDT

VV Daily Delta Exposure

VV's current Delta Exposure (DEX) is 43.82K shares, which is 15% larger than the 3M average of 38.18K shares. During this period, DEX ranged from 25.09K on Jul 10, 2025 to 46.13K on Sep 25, 2025, with dealers maintaining net short exposure requiring continuous hedging.

DEX History

Date Call Delta Put Delta Net Delta P/C Delta
Sep 26, 2025 47,294.09 -3,478.06 43,816.03 0.07
Sep 25, 2025 49,133.82 -3,008.05 46,125.77 0.06
Sep 24, 2025 47,025.96 -3,011.97 44,013.99 0.06

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