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Investment Managers Series Trust II SARK 23.31 -0.69 -2.88%

SARK Delta Exposure (DEX)

SARK (Investment Managers Series Trust II): Compare call and put delta exposure by strike to understand directional positioning. Free delayed preview.

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ATM IV
0.558
Put Call Ratio (OI)
0.265
Put Call Ratio (Vol)
0.438
IV Rank
75.5
IV Percentile
93.3
Max Pain
18

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
-21.7
21.7
View values by strike
SARK · Delta exposure · 2026-09-21. Delta-weighted share equivalents.
StrikeCallsPuts
18.00 1.95 K 0
20.00 92.8 0
21.00 0 -62.2
22.00 0 -96.7
23.00 0 -86
24.00 84.5 -118
25.00 224 -400
26.00 277 0
30.00 305 -175
31.00 14.8 0
35.00 12.4 0
40.00 11.2 0
45.00 10.1 0