(SPIP)
SPIP Daily Delta Exposure
SPIP's current Delta Exposure (DEX) is -490.67 shares, which is 12% larger than the 3M average of -439.25 shares. During this period, DEX ranged from -490.67 on Aug 8, 2025 to -388.1700000000001 on Jul 25, 2025, with dealers consistently net long, providing natural buying support. Delta exposure has been stable recently, maintaining steady hedging requirements. The current put-call delta ratio of 2.22 signals heavy put positioning that could accelerate downside moves. Near extreme DEX levels suggest potential for mean reversion as positions unwind.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 8, 2025 | 400.8 | -891.47 | -490.67 | 2.22 |
| Jul 25, 2025 | 200.52 | -588.69 | -388.17 | 2.94 |
| Jul 10, 2025 | 126.67 | -569.66 | -442.99 | 4.50 |
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