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iPath Series B S&P 500 VXZ 46.03 -0.21 -0.45%

VXZ Delta Exposure (DEX)

VXZ (iPath Series B S&P 500): Compare call and put delta exposure by strike to understand directional positioning. Free delayed preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.34
Put Call Ratio (OI)
0.585
Put Call Ratio (Vol)
0.193
IV Rank
8.36
IV Percentile
17.9
Max Pain
40

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
269.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-44.0
44.0
View values by strike
VXZ · Delta exposure · 2026-09-21. Delta-weighted share equivalents.
StrikeCallsPuts
38.00 0 -9.99
39.00 0 -36.5
40.00 2.7 K -21.3
41.00 0 -18.7
43.00 0 -26.3
44.00 862 -35.4
45.00 2.28 K -39.8
46.00 113 -92.9
47.00 837 0
48.00 32.1 0
49.00 124 -10.1 K
50.00 644 0
51.00 439 -130
52.00 487 -68.3
53.00 88.7 -212
54.00 58.2 0
55.00 0 -242
56.00 0 -293
57.00 0 -81.5
58.00 227 -71
59.00 431 -80.5
60.00 634 -78
61.00 0 -78.2
62.00 16.8 0
65.00 11.2 -95
67.00 10 0
68.00 9.19 0
69.00 76.2 -86.8
70.00 55.7 -173
72.00 17.1 0
73.00 55.3 0
74.00 18.1 0
75.00 100 0
77.00 41.1 0
80.00 170 0
82.00 25.1 0
83.00 24 0
85.00 22.6 0
86.00 11.3 0
87.00 11.2 0
88.00 22 0
90.00 18.6 0