(VIXY)
CBOE: VIXY
· Real-Time Price · USD
33.92
-0.57 (-1.67%)
At close: Sep 08, 2025, 9:43 AM
VIXY Delta Exposure By Expiry
The total Delta Exposure (DEX) for VIXY across all expirations shows -36,469.47 net shares that market makers must hedge, with 110,226.92 from calls and 146,696.39 from puts. The put-call delta ratio of 1.33 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
VIXY DEX Table
Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
---|---|---|---|---|
Sep 19, 25 | 43,359.05 | -99,134.45 | -55,775.4 | 2.29 |
Oct 17, 25 | 23,208.9 | -4,929.91 | 18,278.99 | 0.21 |
Dec 19, 25 | 21,680.67 | -19,770.92 | 1,909.75 | 0.91 |
Jan 16, 26 | 11,257.06 | -13,325.71 | -2,068.65 | 1.18 |
Mar 20, 26 | 2,772.02 | -2,303.9 | 468.12 | 0.83 |
Jun 18, 26 | 3,783.81 | -3,188.35 | 595.46 | 0.84 |
Jan 15, 27 | 4,165.41 | -4,043.15 | 122.26 | 0.97 |