(SVOL)
AMEX: SVOL
· Real-Time Price · USD
18.05
0.20 (1.12%)
At close: Sep 11, 2025, 3:59 PM
18.03
-0.14%
After-hours: Sep 11, 2025, 04:59 PM EDT
SVOL Delta Exposure By Expiry
The total Delta Exposure (DEX) for SVOL across all expirations shows 33.04 net shares that market makers must hedge, with 27,857.55 from calls and 27,824.51 from puts. The put-call delta ratio of 1.00 suggests neutral market maker positioning.
SVOL DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 9,347.98 | -10,594.76 | -1,246.78 | 1.13 |
| Oct 17, 25 | 4,068.45 | -734.43 | 3,334.02 | 0.18 |
| Dec 19, 25 | 13,361.61 | -14,217.42 | -855.81 | 1.06 |
| Mar 20, 26 | 1,079.51 | -2,277.9 | -1,198.39 | 2.11 |