(HYG)
AMEX: HYG
· Real-Time Price · USD
80.78
-0.09 (-0.11%)
At close: Sep 09, 2025, 3:59 PM
80.78
0.00%
Pre-market: Sep 10, 2025, 07:53 AM EDT
HYG Delta Exposure By Expiry
The total Delta Exposure (DEX) for HYG across all expirations shows -48,693,268.18 net shares that market makers must hedge, with 31,425,013.76 from calls and 80,118,281.94 from puts. The put-call delta ratio of 2.55 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 |
|---|---|---|---|---|
| Sep 12, 25 | 358,496.66 | -740,550.57 | -382,053.91 | 2.07 |
| Sep 19, 25 | 9,814,557.33 | -15,507,964.56 | -5,693,407.23 | 1.58 |
| Sep 26, 25 | 1,595,099.77 | -232,988.01 | 1,362,111.76 | 0.15 |
| Oct 3, 25 | 1,197,287.84 | -867,644.83 | 329,643.01 | 0.72 |
| Oct 10, 25 | 109,380.23 | -57,572.01 | 51,808.22 | 0.53 |
| Oct 17, 25 | 7,072,376.28 | -24,933,962.28 | -17,861,586 | 3.53 |
| Oct 24, 25 | 0 | -53,466.73 | -53,466.73 | n/a |
| Nov 21, 25 | 4,044,156.63 | -12,551,712.31 | -8,507,555.68 | 3.10 |
| Dec 19, 25 | 4,830,688.69 | -16,540,198.38 | -11,709,509.69 | 3.42 |
| Jan 16, 26 | 693,340.9 | -5,599,586.69 | -4,906,245.79 | 8.08 |
| Feb 20, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 1,574,600.3 | -2,707,635.9 | -1,133,035.6 | 1.72 |
| Apr 17, 26 | 1,107.41 | -136,654.73 | -135,547.32 | 123.40 |
| May 15, 26 | 3,482.91 | -2,875.74 | 607.17 | 0.83 |
| Jun 18, 26 | 8,212.74 | -104,544.83 | -96,332.09 | 12.73 |
| Jul 17, 26 | 776.51 | -3,072.55 | -2,296.04 | 3.96 |
| Aug 21, 26 | 667.72 | -6,531.69 | -5,863.97 | 9.78 |
| Jan 15, 27 | 120,781.84 | -71,320.13 | 49,461.71 | 0.59 |