VSE Corporation (VSEC)
NASDAQ: VSEC
· Real-Time Price · USD
167.00
4.07 (2.50%)
At close: Aug 22, 2025, 3:59 PM
167.00
0.00%
After-hours: Aug 22, 2025, 04:10 PM EDT
VSEC Delta Exposure By Expiry
The total Delta Exposure (DEX) for VSEC across all expirations shows 57,157.53 net shares that market makers must hedge, with 61,934.91 from calls and 4,777.38 from puts. The put-call delta ratio of 0.08 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Nov 21, 25 with 23,213.86 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.
VSEC DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 6,005.64 | -345.24 | 5,660.4 | 0.06 |
| Oct 17, 25 | 23,342.12 | -1,038.91 | 22,303.21 | 0.04 |
| Nov 21, 25 | 26,312.49 | -3,098.63 | 23,213.86 | 0.12 |
| Jan 16, 26 | 6,274.66 | -235.53 | 6,039.13 | 0.04 |
| Apr 17, 26 | 0 | -59.07 | -59.07 | n/a |