Closed
⌘K
Sign in Sign up

Vanguard Mortgage-Backed Securities ETF VMBS 45.73 0.48 1.07%

VMBS Delta Exposure (DEX)

VMBS (Vanguard Mortgage-Backed Securities 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
0.0821
Put Call Ratio (OI)
40
Put Call Ratio (Vol)
29
IV Rank
2.38
IV Percentile
16.5
Max Pain
48

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
242.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-10.6
10.6
View values by strike
VMBS · Delta exposure · 2026-09-21. Delta-weighted share equivalents.
StrikeCallsPuts
44.00 0 -90.5
45.00 0 -414
46.00 0 -324
47.00 0 -340
48.00 0 -346