(SVOL)
AMEX: SVOL
· Real-Time Price · USD
17.30
-0.15 (-0.86%)
At close: Aug 15, 2025, 3:59 PM
17.32
0.12%
After-hours: Aug 15, 2025, 07:45 PM EDT
SVOL Delta Exposure By Expiry
The total Delta Exposure (DEX) for SVOL across all expirations shows -6,126.84 net shares that market makers must hedge, with 25,990.11 from calls and 32,116.95 from puts. The put-call delta ratio of 1.24 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached. The largest delta concentration at Dec 19, 25 with -6,539.18 net DEX represents significant hedging pressure that could fuel downside acceleration. The nearest expiration on Sep 19, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.
SVOL DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 18,152.2 | -15,495.72 | 2,656.48 | 0.85 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Dec 19, 25 | 7,728.95 | -14,268.13 | -6,539.18 | 1.85 |
| Mar 20, 26 | 108.96 | -2,353.1 | -2,244.14 | 21.60 |