CBOE · Delta exposure

Cboe Global Markets CBOE 281.04 -6.45 -2.24%

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ATM IV

0.368

Put Call Ratio (OI)

0.62

Put Call Ratio (Vol)

0.839

IV Rank

56.8

IV Percentile

86.1

Max Pain

290

Delta exposure (2026-09-11)

Delta

Delta approximates how many cents the option moves for a $1 move in the underlying.
A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

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|\Delta|

Moneyness

Cboe Global Markets CBOE 281.04 -6.45 -2.24%

Delta exposure (2026-09-11) Delta Delta approximates how many cents the option moves for a $1 move in the underlying.A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money. Got it

Delta exposure (2026-09-11)

Delta

Delta approximates how many cents the option moves for a $1 move in the underlying.
A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.