Amplify High Income ETF (YYY)
AMEX: YYY
· Real-Time Price · USD
11.74
-0.01 (-0.09%)
At close: Aug 21, 2025, 10:25 AM
YYY Delta Exposure By Expiry
The total Delta Exposure (DEX) for YYY across all expirations shows 242 net shares that market makers must hedge, with 764.81 from calls and 522.81 from puts. The put-call delta ratio of 0.68 suggests neutral market maker positioning. The largest delta concentration at Nov 21, 25 with 156.03 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.
YYY DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 132.29 | -36.75 | 95.54 | 0.28 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Nov 21, 25 | 586.56 | -430.53 | 156.03 | 0.73 |
| Dec 19, 25 | 0 | 0 | 0 | n/a |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Feb 20, 26 | 45.96 | -55.53 | -9.57 | 1.21 |