(VEA)
AMEX: VEA
· Real-Time Price · USD
58.74
-0.07 (-0.12%)
At close: Aug 19, 2025, 3:59 PM
VEA Delta Exposure By Expiry
The total Delta Exposure (DEX) for VEA across all expirations shows 193,217.62 net shares that market makers must hedge, with 210,483.76 from calls and 17,266.14 from puts. The put-call delta ratio of 0.08 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Sep 19, 25 with 141,258.05 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.
VEA DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 148,785.66 | -7,527.61 | 141,258.05 | 0.05 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Dec 19, 25 | 52,632.48 | -8,215.98 | 44,416.5 | 0.16 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 9,065.62 | -1,522.55 | 7,543.07 | 0.17 |