SPDR Portfolio High Yield Bond ETF (SPHY) ETF Daily Delta Exposure Analysis - Options Greeks - Stocknear

SPDR Portfolio High Yield...

AMEX: SPHY · Real-Time Price · USD
23.66
-0.18 (-0.76%)
At close: Sep 02, 2025, 3:59 PM
23.66
0.00%
After-hours: Sep 02, 2025, 05:57 PM EDT

SPHY Daily Delta Exposure

SPHY's current Delta Exposure (DEX) is -395.80999999999995 shares, which is 47% smaller than the 3M average of -746.0314285714285 shares. During this period, DEX ranged from -2.32K on Jul 11, 2025 to 644.94 on Aug 27, 2025, swinging between net long and short dealer positioning. Delta exposure has been increasing recently, shifting the directional hedging pressure. The current put-call delta ratio of 1.17 reflects balanced options positioning. Moderate DEX levels suggest normal market maker hedging activity.

DEX History

Date Call Delta Put Delta Net Delta P/C Delta
Aug 29, 2025 2,332.15 -2,727.96 -395.81 1.17
Aug 27, 2025 3,338.59 -2,693.65 644.94 0.81
Aug 25, 2025 2,926.59 -2,722.89 203.7 0.93

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