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

Vanguard Large-Cap ETF

AMEX: VV · Real-Time Price · USD
309.63
0.39 (0.13%)
At close: Oct 06, 2025, 10:00 AM

VV Delta Exposure By Expiry

The total Delta Exposure (DEX) for VV across all expirations shows 27,790.55 net shares that market makers must hedge, with 31,489.24 from calls and 3,698.69 from puts. The put-call delta ratio of 0.12 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

VV DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 15,394.21 -829.09 14,565.12 0.05
Nov 21, 25 850.71 -556.54 294.17 0.65
Jan 16, 26 11,491.02 -1,139.8 10,351.22 0.10
Apr 17, 26 3,753.3 -1,173.26 2,580.04 0.31