Valmont Industries Inc. (VMI) Delta Exposure by Expiry | DEX Options Analysis & Greeks - Stocknear

Valmont Industries Inc.

NYSE: VMI · Real-Time Price · USD
363.88
-0.32 (-0.09%)
At close: Aug 21, 2025, 3:23 PM

VMI Delta Exposure By Expiry

The total Delta Exposure (DEX) for VMI across all expirations shows 146,781.01 net shares that market makers must hedge, with 163,668.86 from calls and 16,887.85 from puts. The put-call delta ratio of 0.10 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 64,573.51 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.

VMI DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Sep 19, 25 69,027.91 -4,454.4 64,573.51 0.06
Oct 17, 25 62.13 0 62.13 0.00
Nov 21, 25 40,677.86 -7,406.03 33,271.83 0.18
Dec 19, 25 42,937.77 -4,333.22 38,604.55 0.10
Mar 20, 26 10,963.19 -694.2 10,268.99 0.06