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Tuttle Capital Daily 2X Inverse SKRE 6.69 0.03 0.41%

SKRE Delta Exposure (DEX)

SKRE (Tuttle Capital Daily 2X Inverse): Compare call and put delta exposure by strike to understand directional positioning. Free delayed preview.

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ATM IV
0.826
Put Call Ratio (OI)
0
Put Call Ratio (Vol)
0
IV Rank
4.26
IV Percentile
27.3
Max Pain
6

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
-8.3
8.3
View values by strike
SKRE · Delta exposure · 2026-09-21. Delta-weighted share equivalents.
StrikeCallsPuts
6.00 366 0
7.00 1.65 K 0