Gamma Exposure by Expiry - Stocknear

iShares iBoxx High Yield ...

AMEX: HYG · Real-Time Price · USD
79.98
-0.44 (-0.55%)
At close: Oct 10, 2025, 3:59 PM
79.95
-0.04%
After-hours: Oct 10, 2025, 07:46 PM EDT

HYG Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for HYG across all expirations is 37,618,298.5 shares per 1% move, with 79,578,168.49 from calls and 41,959,869.99 from puts. The put-call GEX ratio of 0.53 reflects balanced positioning between puts and calls.

HYG GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Oct 17, 25 55,611,684.19 -16,437,195.53 39,174,488.66 0.30
Oct 24, 25 1,844,219.87 -492,607.68 1,351,612.19 0.27
Oct 31, 25 592,699.14 -750,988.03 -158,288.89 1.27
Nov 7, 25 264,576.05 -93,805.99 170,770.06 0.35
Nov 14, 25 279,848.7 -43,443.1 236,405.6 0.16
Nov 21, 25 8,823,195.65 -11,778,314.46 -2,955,118.81 1.33
Nov 28, 25 0 0 0 n/a
Dec 19, 25 8,346,929.61 -8,142,387.22 204,542.39 0.98
Jan 16, 26 2,430,383.91 -3,051,003.53 -620,619.62 1.26
Feb 20, 26 310,497.31 -5,399.58 305,097.73 0.02
Mar 20, 26 1,050,772.23 -785,239.4 265,532.83 0.75
Apr 17, 26 338.52 -193,960.46 -193,621.94 572.97
May 15, 26 1,981.09 -5,781.47 -3,800.38 2.92
Jun 18, 26 4,373.57 -156,101.04 -151,727.47 35.69
Jul 17, 26 154.21 -1,046.63 -892.42 6.79
Aug 21, 26 91.66 -1,351.59 -1,259.93 14.75
Sep 18, 26 0 -14,249.36 -14,249.36 n/a
Jan 15, 27 16,422.09 -6,587.48 9,834.61 0.40
Jan 21, 28 0.69 -407.44 -406.75 590.49