ProShares - VIX Short-Ter... (VIXY)
CBOE: VIXY
· Real-Time Price · USD
33.56
0.48 (1.45%)
At close: Sep 16, 2025, 3:59 PM
VIXY Delta Exposure By Expiry
The total Delta Exposure (DEX) for VIXY across all expirations shows -27,419.93 net shares that market makers must hedge, with 142,824.63 from calls and 170,244.56 from puts. The put-call delta ratio of 1.19 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
VIXY DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 55,300.28 | -117,425.69 | -62,125.41 | 2.12 |
| Oct 17, 25 | 38,295.09 | -9,491.69 | 28,803.4 | 0.25 |
| Dec 19, 25 | 23,950.16 | -19,674.75 | 4,275.41 | 0.82 |
| Jan 16, 26 | 11,341.2 | -13,202.4 | -1,861.2 | 1.16 |
| Mar 20, 26 | 3,773.83 | -2,619.54 | 1,154.29 | 0.69 |
| Jun 18, 26 | 4,988.46 | -3,754.95 | 1,233.51 | 0.75 |
| Jan 15, 27 | 5,175.61 | -4,075.54 | 1,100.07 | 0.79 |
| Jan 21, 28 | 0 | 0 | 0 | n/a |