(VNQ)
VNQ Daily Delta Exposure
VNQ's current Delta Exposure (DEX) is -35.22K shares, which is 85% smaller than the 3M average of -236.2K shares. During this period, DEX ranged from -351.51K on Jun 26, 2025 to -33.95K on Aug 26, 2025, with dealers consistently net long, providing natural buying support. Delta exposure has been increasing recently, shifting the directional hedging pressure. The current put-call delta ratio of 1.06 reflects balanced options positioning. Near extreme DEX levels suggest potential for mean reversion as positions unwind.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 29, 2025 | 570,029.14 | -605,249.05 | -35,219.91 | 1.06 |
| Aug 28, 2025 | 547,288.43 | -627,272.4 | -79,983.97 | 1.15 |
| Aug 27, 2025 | 533,787.14 | -657,612.17 | -123,825.03 | 1.23 |
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