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Cambria Tail Risk ETF TAIL 9.97 0.01 0.1%

TAIL Delta Exposure (DEX)

TAIL (Cambria Tail Risk ETF): Compare call and put delta exposure by strike to understand directional positioning. Free delayed preview.

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ATM IV
1.31
Put Call Ratio (OI)
0.00186
Put Call Ratio (Vol)
0.0169
IV Rank
12.3
IV Percentile
60.5
Max Pain
10

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
-10.0
10.0
View values by strike
TAIL · Delta exposure · 2026-09-21. Delta-weighted share equivalents.
StrikeCallsPuts
9.00 340 0
10.00 10 K 0
11.00 7.77 K 0
12.00 6.25 K 0