(SVIX)
CBOE: SVIX
· Real-Time Price · USD
20.04
0.11 (0.55%)
At close: Aug 28, 2025, 9:30 AM
SVIX Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for SVIX across all expirations is 23,908.87 shares per 1% move, with 64,673.48 from calls and 40,764.61 from puts. The put-call GEX ratio of 0.63 reflects balanced positioning between puts and calls. The highest gamma concentration is at the Sep 19, 25 expiration with 16,286.32 net GEX, which may act as a magnet point for price action. Near-term exposure for Aug 29, 25 suggests possible volatility from negative gamma effects.
SVIX GEX Table
Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Aug 29, 25 | 10,325.58 | -17,783.68 | -7,458.1 | 1.72 |
Sep 5, 25 | 2,460.81 | -5,230.7 | -2,769.89 | 2.13 |
Sep 12, 25 | 1,498.09 | -1,196.47 | 301.62 | 0.80 |
Sep 19, 25 | 24,781.34 | -8,495.02 | 16,286.32 | 0.34 |
Sep 26, 25 | 688.6 | -497.94 | 190.66 | 0.72 |
Oct 3, 25 | 183.43 | -1.93 | 181.5 | 0.01 |
Oct 17, 25 | 3,401.84 | -2,506.19 | 895.65 | 0.74 |
Dec 19, 25 | 4,390.59 | -619.93 | 3,770.66 | 0.14 |
Jan 16, 26 | 14,222.8 | -3,897.76 | 10,325.04 | 0.27 |
Mar 20, 26 | 117.58 | -196.38 | -78.8 | 1.67 |
Jan 15, 27 | 2,602.82 | -338.61 | 2,264.21 | 0.13 |