iShares iBoxx Investment ... (LQD)
LQD Daily Delta Exposure
LQD's current Delta Exposure (DEX) is -4.96M shares, which is 27% larger than the 3M average of -3.91M shares. During this period, DEX ranged from -30.46M on Jun 25, 2025 to -582.3K on Aug 5, 2025, with dealers consistently net long, providing natural buying support. Delta exposure has been stable recently, maintaining steady hedging requirements. The current put-call delta ratio of 1.60 signals heavy put positioning that could accelerate downside moves. Near extreme DEX levels suggest potential for mean reversion as positions unwind.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 21, 2025 | 8,217,812.59 | -13,174,715.61 | -4,956,903.02 | 1.60 |
| Aug 20, 2025 | 8,657,918.77 | -12,120,607.82 | -3,462,689.05 | 1.40 |
| Aug 19, 2025 | 8,785,551.39 | -13,096,943.33 | -4,311,391.94 | 1.49 |
Stop Guessing, Start Knowing.
Cut through market noise with actionable insights that actually help you make confident investment decisions. No more endless research or gut-based guessing.
- Unlimited access to all data and tools
- Unlimited access to all data and tools, giving you the edge over everyone else in the market.
- Realtime Options & Dark Pool Data
- Instant access to live options & dark pool data to spot opportunities and trade with precision before the market moves.
- Top Wallstreet Analyst Ratings
- Follow ratings from the best analysts on Wall Street to stay ahead.
- Up to 30 years financial history
- We deliver premium Wall Street data with top-tier accuracy and up to 30 years of history.