iShares iBoxx High Yield ... (HYG)
AMEX: HYG
· Real-Time Price · USD
79.98
-0.44 (-0.55%)
At close: Oct 10, 2025, 3:59 PM
HYG Delta Exposure By Expiry
The total Delta Exposure (DEX) for HYG across all expirations shows -82,406,925.49 net shares that market makers must hedge, with 32,444,601.89 from calls and 114,851,527.38 from puts. The put-call delta ratio of 3.54 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 |
|---|---|---|---|---|
| Oct 17, 25 | 7,930,123.08 | -27,576,387.67 | -19,646,264.59 | 3.48 |
| Oct 24, 25 | 535,682.63 | -1,029,834.5 | -494,151.87 | 1.92 |
| Oct 31, 25 | 407,434.96 | -1,819,594.1 | -1,412,159.14 | 4.47 |
| Nov 7, 25 | 216,970.53 | -290,935.37 | -73,964.84 | 1.34 |
| Nov 14, 25 | 267,582.2 | -123,694.65 | 143,887.55 | 0.46 |
| Nov 21, 25 | 7,299,644.99 | -33,998,317.09 | -26,698,672.1 | 4.66 |
| Nov 28, 25 | 0 | 0 | 0 | n/a |
| Dec 19, 25 | 8,909,733.73 | -30,701,172.67 | -21,791,438.94 | 3.45 |
| Jan 16, 26 | 3,553,602.29 | -12,316,938.59 | -8,763,336.3 | 3.47 |
| Feb 20, 26 | 443,937.73 | -31,626.85 | 412,310.88 | 0.07 |
| Mar 20, 26 | 2,727,848.66 | -4,359,810.19 | -1,631,961.53 | 1.60 |
| Apr 17, 26 | 1,348.75 | -1,210,178.3 | -1,208,829.55 | 897.26 |
| May 15, 26 | 6,854.57 | -51,114.5 | -44,259.93 | 7.46 |
| Jun 18, 26 | 13,271.73 | -1,123,071.74 | -1,109,800.01 | 84.62 |
| Jul 17, 26 | 773.07 | -7,713.97 | -6,940.9 | 9.98 |
| Aug 21, 26 | 563.97 | -12,755.94 | -12,191.97 | 22.62 |
| Sep 18, 26 | 0 | -117,994.06 | -117,994.06 | n/a |
| Jan 15, 27 | 129,164.93 | -74,061.59 | 55,103.34 | 0.57 |
| Jan 21, 28 | 64.07 | -6,325.6 | -6,261.53 | 98.73 |