iShares iBoxx High Yield ... (HYG)
AMEX: HYG
· Real-Time Price · USD
80.84
0.06 (0.07%)
At close: Sep 10, 2025, 3:59 PM
80.95
0.14%
Pre-market: Sep 11, 2025, 09:16 AM EDT
HYG Delta Exposure By Expiry
The total Delta Exposure (DEX) for HYG across all expirations shows -66,014,110.03 net shares that market makers must hedge, with 36,578,726.42 from calls and 102,592,836.45 from puts. The put-call delta ratio of 2.80 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
HYG DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 12, 25 | 472,949.17 | -1,375,299.24 | -902,350.07 | 2.91 |
| Sep 19, 25 | 9,572,773.53 | -22,166,338.92 | -12,593,565.39 | 2.32 |
| Sep 26, 25 | 1,603,789.91 | -427,767.78 | 1,176,022.13 | 0.27 |
| Oct 3, 25 | 1,349,135.99 | -2,086,326.97 | -737,190.98 | 1.55 |
| Oct 10, 25 | 124,304.93 | -111,420.87 | 12,884.06 | 0.90 |
| Oct 17, 25 | 7,235,644.64 | -30,760,432.61 | -23,524,787.97 | 4.25 |
| Oct 24, 25 | 671.08 | -667,925.15 | -667,254.07 | 995.30 |
| Nov 21, 25 | 6,231,263.87 | -16,845,019.49 | -10,613,755.62 | 2.70 |
| Dec 19, 25 | 7,090,938.37 | -18,125,872.54 | -11,034,934.17 | 2.56 |
| Jan 16, 26 | 709,943.43 | -5,543,935.89 | -4,833,992.46 | 7.81 |
| Feb 20, 26 | 42.76 | 0 | 42.76 | 0.00 |
| Mar 20, 26 | 2,054,778.73 | -2,675,407.79 | -620,629.06 | 1.30 |
| Apr 17, 26 | 1,266.04 | -507,992.86 | -506,726.82 | 401.25 |
| May 15, 26 | 3,640.84 | -3,279.1 | 361.74 | 0.90 |
| Jun 18, 26 | 9,029 | -1,215,228.65 | -1,206,199.65 | 134.59 |
| Jul 17, 26 | 850.29 | -3,650.63 | -2,800.34 | 4.29 |
| Aug 21, 26 | 715.16 | -6,962.14 | -6,246.98 | 9.74 |
| Jan 15, 27 | 116,988.68 | -69,975.82 | 47,012.86 | 0.60 |