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Quadratic Interest Rate Volatility and IVOL 16.32 0.07 0.43%

IVOL Delta Exposure (DEX)

IVOL (Quadratic Interest Rate Volatility and): Compare call and put delta exposure by strike to understand directional positioning. Free delayed preview.

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ATM IV
0.514
Put Call Ratio (OI)
0.877
Put Call Ratio (Vol)
1.97
IV Rank
12.7
IV Percentile
74.3
Max Pain
16

Delta exposure (2026-09-21)

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.

DTE \text{DTE}
25.0
179.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-12.7
12.7
View values by strike
IVOL · Delta exposure · 2026-09-21. Delta-weighted share equivalents.
StrikeCallsPuts
16.00 590 -1.74 K
18.00 2.16 K 0
19.00 37.8 0
20.00 84.1 0
21.00 271 0