iShares iBoxx Investment ... (LQD)
AMEX: LQD
· Real-Time Price · USD
111.17
-0.38 (-0.34%)
At close: Oct 06, 2025, 3:59 PM
LQD Delta Exposure By Expiry
The total Delta Exposure (DEX) for LQD across all expirations shows 3,134,459.08 net shares that market makers must hedge, with 13,422,085.82 from calls and 10,287,626.74 from puts. The put-call delta ratio of 0.77 suggests neutral market maker positioning.
LQD DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 10, 25 | 228,219.44 | -271,979.8 | -43,760.36 | 1.19 |
| Oct 17, 25 | 3,995,130.39 | -2,252,135.02 | 1,742,995.37 | 0.56 |
| Oct 24, 25 | 21,748.85 | -13,425.24 | 8,323.61 | 0.62 |
| Oct 31, 25 | 47,926.56 | -22,333.02 | 25,593.54 | 0.47 |
| Nov 7, 25 | 591.8 | -13,046.32 | -12,454.52 | 22.05 |
| Nov 14, 25 | 0 | 0 | 0 | n/a |
| Nov 21, 25 | 1,876,597.1 | -3,553,283.21 | -1,676,686.11 | 1.89 |
| Dec 19, 25 | 5,000,836.56 | -1,517,420.13 | 3,483,416.43 | 0.30 |
| Jan 16, 26 | 828,012.33 | -323,287.23 | 504,725.1 | 0.39 |
| Mar 20, 26 | 701,520.36 | -1,443,778.39 | -742,258.03 | 2.06 |
| Apr 17, 26 | 11,501.48 | -123,805.61 | -112,304.13 | 10.76 |
| May 15, 26 | 7,845.6 | -553.05 | 7,292.55 | 0.07 |
| Jun 18, 26 | 643,686.68 | -555,500.62 | 88,186.06 | 0.86 |
| Jul 17, 26 | 3,172.43 | -186,345.51 | -183,173.08 | 58.74 |
| Aug 21, 26 | 2,063.03 | -4,224.27 | -2,161.24 | 2.05 |
| Sep 18, 26 | 1,903.76 | -393.1 | 1,510.66 | 0.21 |
| Jan 15, 27 | 51,058.44 | -6,116.22 | 44,942.22 | 0.12 |
| Jan 21, 28 | 271.01 | 0 | 271.01 | 0.00 |