(VFMO)
CBOE: VFMO
· Real-Time Price · USD
179.64
-1.43 (-0.79%)
At close: Sep 02, 2025, 12:44 PM
VFMO Delta Exposure By Expiry
The total Delta Exposure (DEX) for VFMO across all expirations shows 1,290.53 net shares that market makers must hedge, with 1,449.22 from calls and 158.69 from puts. The put-call delta ratio of 0.11 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Jan 16, 26 with 860.45 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries negative delta forcing market makers to buy shares, potentially providing support.
VFMO DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 85.28 | -95.93 | -10.65 | 1.12 |
| Oct 17, 25 | 503.49 | -62.76 | 440.73 | 0.12 |
| Jan 16, 26 | 860.45 | 0 | 860.45 | 0.00 |
| Apr 17, 26 | 0 | 0 | 0 | n/a |