VMS Help DELETE, file, Qualifiers, /EXCLUDE  *Conan The Librarian (sorry for the slow response - running on an old VAX)

       /EXCLUDE=(filespec[,...])

    Excludes the specified files from the delete operation. You can
    include a directory but not a device in the file specification.
    The asterisk (*)  and the percent sign (%) wildcard characters
    are allowed in the file specification. However, you cannot use
    relative version numbers to exclude a specific version. If you
    specify only one file, you can omit the parentheses.