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Vanguard Russell 2000 ETF VTWO 115.82 0.66 0.57%

VTWO Delta Exposure (DEX)

VTWO (Vanguard Russell 2000 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
0.17
Put Call Ratio (OI)
0.311
Put Call Ratio (Vol)
0.252
IV Rank
11.3
IV Percentile
5.18
Max Pain
119

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
-64.2
64.2
View values by strike
VTWO · Delta exposure · 2026-09-21. Delta-weighted share equivalents.
StrikeCallsPuts
65.00 0 -5.1
70.00 0 -4.48
75.00 0 -12.8
80.00 0 -9.76
85.00 0 -4.86
90.00 373 0
95.00 180 0
98.00 178 -9.52
100.00 7.92 K -64.1
101.00 0 -55.8
103.00 335 0
105.00 1.94 K -315
106.00 1.04 K 0
108.00 613 -23.3
109.00 77.2 -26
110.00 4.55 K -112
111.00 4.04 K -264
112.00 542 -74.6
113.00 254 -188
114.00 60.2 -120
115.00 403 -2.94 K
116.00 664 -231
117.00 154 0
118.00 648 -1.05 K
119.00 294 -125
120.00 902 -738
121.00 718 0
122.00 725 0
123.00 1.31 K -661
124.00 1.18 K 0
125.00 1.21 K -2.45 K
127.00 73.3 0
128.00 168 0
129.00 10.2 0
130.00 826 0
135.00 158 0
140.00 158 0
145.00 171 0