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
HYG Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for HYG across all expirations is -26,356,059.9 shares per 1% move, with 25,547,778.91 from calls and 51,903,838.81 from puts. The put-call GEX ratio of 2.03 indicates heavy put positioning, suggesting market makers may need to buy shares on declines (supportive) and sell on rallies (resistance).
HYG GEX Table
Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Sep 12, 25 | 772,180.92 | -798,014.39 | -25,833.47 | 1.03 |
Sep 19, 25 | 9,808,783.15 | -19,869,419.81 | -10,060,636.66 | 2.03 |
Sep 26, 25 | 811,902.32 | -225,598.25 | 586,304.07 | 0.28 |
Oct 3, 25 | 1,030,371.15 | -650,844.43 | 379,526.72 | 0.63 |
Oct 10, 25 | 56,311.58 | -40,374.66 | 15,936.92 | 0.72 |
Oct 17, 25 | 7,135,116.77 | -17,300,353.12 | -10,165,236.35 | 2.42 |
Oct 24, 25 | 0 | -11,423.79 | -11,423.79 | n/a |
Nov 21, 25 | 3,085,061.1 | -5,854,583.21 | -2,769,522.11 | 1.90 |
Dec 19, 25 | 2,401,861.63 | -5,272,331.87 | -2,870,470.24 | 2.20 |
Jan 16, 26 | 141,343.57 | -1,343,018.69 | -1,201,675.12 | 9.50 |
Feb 20, 26 | 0 | 0 | 0 | n/a |
Mar 20, 26 | 289,353.51 | -490,789.39 | -201,435.88 | 1.70 |
Apr 17, 26 | 198.87 | -28,017.58 | -27,818.71 | 140.88 |
May 15, 26 | 576.33 | -536.23 | 40.1 | 0.93 |
Jun 18, 26 | 1,558.5 | -12,109.3 | -10,550.8 | 7.77 |
Jul 17, 26 | 116.88 | -418.6 | -301.72 | 3.58 |
Aug 21, 26 | 109.5 | -605.29 | -495.79 | 5.53 |
Jan 15, 27 | 12,933.13 | -5,400.2 | 7,532.93 | 0.42 |