(SVIX)
CBOE: SVIX
· Real-Time Price · USD
21.16
0.47 (2.27%)
At close: Sep 11, 2025, 3:00 PM
SVIX Delta Exposure By Expiry
The total Delta Exposure (DEX) for SVIX across all expirations shows 630,698.23 net shares that market makers must hedge, with 726,570.76 from calls and 95,872.53 from puts. The put-call delta ratio of 0.13 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
SVIX DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 253,036.76 | -17,861.33 | 235,175.43 | 0.07 |
| Sep 26, 25 | 13,944.15 | -10,829.49 | 3,114.66 | 0.78 |
| Oct 3, 25 | 4,493.13 | -510.63 | 3,982.5 | 0.11 |
| Oct 10, 25 | 911.68 | -518.89 | 392.79 | 0.57 |
| Oct 17, 25 | 47,837.07 | -18,994.58 | 28,842.49 | 0.40 |
| Oct 24, 25 | 665.52 | -133.51 | 532.01 | 0.20 |
| Dec 19, 25 | 100,216.84 | -5,561.12 | 94,655.72 | 0.06 |
| Jan 16, 26 | 213,468.17 | -34,228.02 | 179,240.15 | 0.16 |
| Mar 20, 26 | 2,945.91 | -2,056.12 | 889.79 | 0.70 |
| Jan 15, 27 | 89,051.53 | -5,178.84 | 83,872.69 | 0.06 |