Simplify Volatility Premi... (SVOL)
AMEX: SVOL
· Real-Time Price · USD
17.98
-0.09 (-0.50%)
At close: Oct 03, 2025, 3:59 PM
18.05
0.39%
Pre-market: Oct 06, 2025, 08:37 AM EDT
SVOL Delta Exposure By Expiry
The total Delta Exposure (DEX) for SVOL across all expirations shows 1,733.88 net shares that market makers must hedge, with 27,373.05 from calls and 25,639.17 from puts. The put-call delta ratio of 0.94 suggests neutral market maker positioning.
SVOL DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 8,025.49 | -10,410.58 | -2,385.09 | 1.30 |
| Nov 21, 25 | 1,474.89 | -684.96 | 789.93 | 0.46 |
| Dec 19, 25 | 16,095.35 | -12,065.39 | 4,029.96 | 0.75 |
| Mar 20, 26 | 1,777.32 | -2,478.24 | -700.92 | 1.39 |