(HYG)
HYG Daily Delta Exposure
HYG's current Delta Exposure (DEX) is -36.03M shares, which is 78% larger than the 3M average of -20.27M shares. During this period, DEX ranged from -47.12M on Aug 11, 2025 to -8.03M on May 19, 2025, with dealers consistently net long, providing natural buying support. Delta exposure has been increasing recently, shifting the directional hedging pressure. The current put-call delta ratio of 2.73 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 15, 2025 | 20,869,978.45 | -56,897,883.18 | -36,027,904.73 | 2.73 |
| Aug 14, 2025 | 19,839,913.23 | -52,755,559.17 | -32,915,645.94 | 2.66 |
| Aug 13, 2025 | 22,040,810.54 | -49,397,032.26 | -27,356,221.72 | 2.24 |
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