iShares Core US Aggregate... (AGG)
AGG Daily Delta Exposure
AGG's current Delta Exposure (DEX) is 54.63K shares, which is 104% larger than the 3M average of 26.77K shares. During this period, DEX ranged from 9.74K on Jun 6, 2025 to 54.63K on Aug 29, 2025, with dealers maintaining net short exposure requiring continuous hedging. Delta exposure has been increasing recently, forcing increased dealer shorting that could cap rallies. The current put-call delta ratio of 0.09 shows bullish call positioning but leaves the market vulnerable to pullbacks. 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 29, 2025 | 60,000 | -5,366.94 | 54,633.06 | 0.09 |
| Aug 28, 2025 | 52,491.68 | -3,425.17 | 49,066.51 | 0.07 |
| Aug 27, 2025 | 50,821.27 | -4,296.5 | 46,524.77 | 0.08 |
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