Verra Mobility Corporatio... (VRRM)
NASDAQ: VRRM
· Real-Time Price · USD
24.96
-0.58 (-2.27%)
At close: Aug 25, 2025, 3:59 PM
24.84
-0.48%
Pre-market: Aug 26, 2025, 04:01 AM EDT
VRRM Delta Exposure By Expiry
The total Delta Exposure (DEX) for VRRM across all expirations shows 145,353.53 net shares that market makers must hedge, with 148,638.78 from calls and 3,285.25 from puts. The put-call delta ratio of 0.02 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Oct 17, 25 with 98,121.8 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.
VRRM DEX Table
Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
---|---|---|---|---|
Sep 19, 25 | 6,744.01 | -447.08 | 6,296.93 | 0.07 |
Oct 17, 25 | 98,633.52 | -511.72 | 98,121.8 | 0.01 |
Dec 19, 25 | 38,832.82 | -1,307.31 | 37,525.51 | 0.03 |
Jan 16, 26 | 4,109.65 | -1,019.14 | 3,090.51 | 0.25 |
Apr 17, 26 | 318.78 | 0 | 318.78 | 0.00 |