(UVIX)
CBOE: UVIX
· Real-Time Price · USD
13.55
-0.70 (-4.91%)
At close: Aug 18, 2025, 3:00 PM
UVIX Delta Exposure By Expiry
The total Delta Exposure (DEX) for UVIX across all expirations shows 67,296.88 net shares that market makers must hedge, with 431,262.97 from calls and 363,966.09 from puts. The put-call delta ratio of 0.84 suggests neutral market maker positioning. The largest delta concentration at Sep 19, 25 with -36,165.39 net DEX represents significant hedging pressure that could fuel downside acceleration. The nearest expiration on Aug 22, 25 carries negative delta forcing market makers to buy shares, potentially providing support.
UVIX DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 22, 25 | 59,685.2 | -64,589.87 | -4,904.67 | 1.08 |
| Aug 29, 25 | 45,055.16 | -45,840.37 | -785.21 | 1.02 |
| Sep 5, 25 | 28,940.07 | -10,538.06 | 18,402.01 | 0.36 |
| Sep 12, 25 | 7,729.86 | -2,568.37 | 5,161.49 | 0.33 |
| Sep 19, 25 | 87,881.99 | -124,047.38 | -36,165.39 | 1.41 |
| Sep 26, 25 | 14,076.31 | -4,508.79 | 9,567.52 | 0.32 |
| Oct 17, 25 | 57,877.28 | -54,236.87 | 3,640.41 | 0.94 |
| Dec 19, 25 | 41,244.71 | -27,786.96 | 13,457.75 | 0.67 |
| Jan 16, 26 | 47,745.25 | -22,281.36 | 25,463.89 | 0.47 |
| Mar 20, 26 | 5,768.8 | -1,776.83 | 3,991.97 | 0.31 |
| Jan 15, 27 | 35,258.34 | -5,791.23 | 29,467.11 | 0.16 |