iShares 5-10 Year Investment Grade Corporate Bond ETF (IGIB) ETF Delta Exposure by Expiration - Options Greeks Analysis - Stocknear

iShares 5-10 Year Investm...

NASDAQ: IGIB · Real-Time Price · USD
53.95
-0.11 (-0.20%)
At close: Oct 06, 2025, 2:59 PM

IGIB Delta Exposure By Expiry

The total Delta Exposure (DEX) for IGIB across all expirations shows 1,107.42 net shares that market makers must hedge, with 1,931.35 from calls and 823.93 from puts. The put-call delta ratio of 0.43 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

IGIB DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 1,234.03 -446.08 787.95 0.36
Nov 21, 25 54.06 -23.05 31.01 0.43
Jan 16, 26 618.12 -350.95 267.17 0.57
Apr 17, 26 25.14 -3.85 21.29 0.15