iShares iBoxx High Yield Corporate Bond ETF (HYG) Options Greeks | Delta, Gamma, Theta & Vega Analysis - 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, 07:31 PM EDT

iShares iBoxx High Yield Corporate Bond ETF Greeks

Delta, Gamma, Theta, and Vega Greek Charts for HYG options.

Delta Table

Strike Price Delta Gamma Theta Vega
40.00 0.9892 0.0011 -0.0587 0.0032
45.00 0.9873 0.0014 -0.0579 0.0037
50.00 0.9850 0.0020 -0.0569 0.0043
55.00 0.9972 0.0007 -0.0128 0.0009
60.00 0.9966 0.0011 -0.0131 0.0012
65.00 0.9938 0.0024 -0.016 0.0020
67.00 0.9912 0.0036 -0.0183 0.0027
68.00 0.9925 0.0035 -0.0159 0.0023
69.00 0.9880 0.0053 -0.0204 0.0035
70.00 0.9913 0.0047 -0.0159 0.0027
71.00 0.9859 0.0073 -0.0201 0.0040
72.00 0.9870 0.0077 -0.0179 0.0037
73.00 0.9830 0.0104 -0.0197 0.0047
74.00 0.9757 0.0151 -0.023 0.0064
75.00 0.9698 0.0203 -0.0241 0.0077
75.50 0.9211 0.0357 -0.0507 0.0165
76.00 0.9594 0.0290 -0.0264 0.0098
76.50 0.9475 0.0369 -0.0299 0.0120
77.00 0.9400 0.0444 -0.0304 0.0134
77.50 0.8863 0.0635 -0.0489 0.0216
78.00 0.9061 0.0709 -0.0357 0.0188
78.50 0.8289 0.0925 -0.0567 0.0285
79.00 0.8484 0.1167 -0.0407 0.0263
79.50 0.8212 0.1547 -0.0384 0.0293
80.00 0.7185 0.1863 -0.0497 0.0379
80.50 0.6038 0.1845 -0.0626 0.0432
81.00 0.1244 5.5067 -0.0756 0.0876
81.50 -0.4671 0.5932 -0.0824 0.0627
82.00 -0.5353 0.2894 -0.1053 0.0564
82.50 -0.563 0.1862 -0.1352 0.0535
83.00 -0.6893 0.1774 -0.0757 0.0461
83.50 -0.6818 0.1344 -0.1022 0.0459
84.00 -0.591 0.1416 -0.1615 0.0591
84.50 -0.5608 0.1286 -0.1955 0.0637
85.00 -0.6602 0.1094 -0.1573 0.0527
85.50 -0.6585 0.0992 -0.1758 0.0532
86.00 -0.6855 0.0868 -0.1758 0.0497
86.50 -0.4442 0.0806 -0.3974 0.0750
87.00 -0.5123 0.0806 -0.3437 0.0703
88.00 -0.7247 0.0650 -0.1959 0.0462
89.00 -0.7284 0.0564 -0.2199 0.0455
90.00 -0.7669 0.0549 -0.1896 0.0433
91.00 -0.8027 0.0452 -0.1745 0.0373
92.00 -0.8224 0.0404 -0.167 0.0347
95.00 -0.8538 0.0305 -0.1649 0.0301
100.00 -0.8343 0.0232 -0.2564 0.0323