Varex Imaging Corporation (VREX)
NASDAQ: VREX
· Real-Time Price · USD
11.62
0.28 (2.47%)
At close: Aug 22, 2025, 3:59 PM
11.60
-0.17%
After-hours: Aug 22, 2025, 06:34 PM EDT
VREX Delta Exposure By Expiry
The total Delta Exposure (DEX) for VREX across all expirations shows 71,684 net shares that market makers must hedge, with 71,995.68 from calls and 311.68 from puts. The put-call delta ratio of 0.00 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 69,833.28 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.
VREX DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 177.05 | -84.28 | 92.77 | 0.48 |
| Oct 17, 25 | 4.4 | 0 | 4.4 | 0.00 |
| Nov 21, 25 | 137.44 | -36.54 | 100.9 | 0.27 |
| Dec 19, 25 | 1,515.05 | -178.6 | 1,336.45 | 0.12 |
| Jan 16, 26 | 69,833.28 | 0 | 69,833.28 | 0.00 |
| Feb 20, 26 | 328.46 | -12.26 | 316.2 | 0.04 |