The Delta on long calls for SDS (Ultrashort S&P500 Proshares), as shown on TOS, is positive. I understand that would agree with the standard definition of deltas for long calls. However, since this is market reversed, shouldn't these be shown as Delta negative? E.g., if I had some long call SDS, then looking at my Delta summary on TOS for my open trade, I end up showing a much more positive Delta value then I expect. I might expect to be near a neutral Delta position if those were shown as negative. With the deltas being shown positive, the summary shows me as being much more negative then the actual total of my positions. E.g., if I had 10 long SPY contracts, and 10 long SDS contracts, then I would expect my deltas would be offsetting. But it's not - they are added. So what am I missing?