(HYG)
AMEX: HYG
· Real-Time Price · USD
80.88
0.04 (0.05%)
At close: Oct 06, 2025, 2:51 PM
HYG Delta Exposure By Expiry
The total Delta Exposure (DEX) for HYG across all expirations shows -45,099,112.15 net shares that market makers must hedge, with 27,609,704.03 from calls and 72,708,816.18 from puts. The put-call delta ratio of 2.63 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
HYG DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 10, 25 | 402,838.88 | -177,393.84 | 225,445.04 | 0.44 |
| Oct 17, 25 | 5,962,968.7 | -20,444,562.14 | -14,481,593.44 | 3.43 |
| Oct 24, 25 | 379,121.43 | -394,445 | -15,323.57 | 1.04 |
| Oct 31, 25 | 350,560.57 | -795,545.33 | -444,984.76 | 2.27 |
| Nov 7, 25 | 75.89 | -7,586.46 | -7,510.57 | 99.97 |
| Nov 14, 25 | 0 | 0 | 0 | n/a |
| Nov 21, 25 | 6,206,704.89 | -19,661,788.54 | -13,455,083.65 | 3.17 |
| Dec 19, 25 | 8,483,097.87 | -20,532,627.83 | -12,049,529.96 | 2.42 |
| Jan 16, 26 | 2,648,921.17 | -5,798,875.99 | -3,149,954.82 | 2.19 |
| Feb 20, 26 | 201,663.05 | -10,897.65 | 190,765.4 | 0.05 |
| Mar 20, 26 | 2,834,829.87 | -3,521,905.63 | -687,075.76 | 1.24 |
| Apr 17, 26 | 1,159.01 | -144,683.47 | -143,524.46 | 124.83 |
| May 15, 26 | 3,993.09 | -8,199.52 | -4,206.43 | 2.05 |
| Jun 18, 26 | 11,071.07 | -1,026,794.06 | -1,015,722.99 | 92.75 |
| Jul 17, 26 | 866.25 | -6,452.63 | -5,586.38 | 7.45 |
| Aug 21, 26 | 569.72 | -7,578.05 | -7,008.33 | 13.30 |
| Sep 18, 26 | 0 | -97,554.26 | -97,554.26 | n/a |
| Jan 15, 27 | 121,198.84 | -71,634.24 | 49,564.6 | 0.59 |
| Jan 21, 28 | 63.73 | -291.54 | -227.81 | 4.57 |