Pre-market
⌘K
Sign in Sign up

Vanguard Morningstar Small-Cap Value ETF VBR 237.78 0.04 0.02%

VBR Delta Exposure (DEX)

VBR (Vanguard Morningstar Small-Cap Value ETF): Compare call and put delta exposure by strike to understand directional positioning. Free delayed preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.166
Put Call Ratio (OI)
0.145
Put Call Ratio (Vol)
0.196
IV Rank
32.6
IV Percentile
28
Max Pain
240

Delta exposure (2026-09-21)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
25.0
179.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-88.7
88.7
View values by strike
VBR · Delta exposure · 2026-09-21. Delta-weighted share equivalents.
StrikeCallsPuts
175.00 196 -5.41
180.00 0 -13.7
185.00 1.59 K 0
198.00 94.2 -11.3
200.00 94.9 -31.7
205.00 2.94 K -13
210.00 0 -11
215.00 681 -72.7
220.00 576 -18.5
225.00 777 -199
230.00 841 -89
235.00 2.95 K -313
240.00 875 -743
245.00 910 -338
250.00 963 -717
255.00 994 -79.2
260.00 848 -76.9
265.00 65.2 -82.5
270.00 249 0
275.00 325 0
280.00 176 0
285.00 139 0
290.00 153 0
295.00 87.3 0
300.00 33.9 0
305.00 3.58 0