Gamma Exposure by Expiry - Stocknear

iShares iBoxx High Yield ...

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