iShares iBoxx High Yield ... (HYG)
HYG Daily Gamma Exposure
Current Gamma Exposure (GEX) is -5.76M, which is -40% above the 3M average of -9.58M. Over this period, GEX peaked at -2.39M on Jun 30, 2025 and bottomed at -33.59M on Aug 21, 2025, remaining in negative gamma territory. The exposure has been increasing recently, signaling a shift in market maker hedging dynamics. Today's put-call gamma ratio of 1.16 is below the recent average of 2.57, indicating call-heavy positioning. High GEX volatility (±7.75M) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 28, 2025 | 35,185,089.64 | -40,944,539.11 | -5,759,449.47 | 1.16 |
| Aug 27, 2025 | 23,922,227.33 | -39,028,912.36 | -15,106,685.03 | 1.63 |
| Aug 26, 2025 | 24,105,483.47 | -40,211,150.67 | -16,105,667.2 | 1.67 |
Stop Guessing, Start Knowing.
Cut through market noise with actionable insights that actually help you make confident investment decisions. No more endless research or gut-based guessing.
- Unlimited access to all data and tools
- Unlimited access to all data and tools, giving you the edge over everyone else in the market.
- Realtime Options & Dark Pool Data
- Instant access to live options & dark pool data to spot opportunities and trade with precision before the market moves.
- Top Wallstreet Analyst Ratings
- Follow ratings from the best analysts on Wall Street to stay ahead.
- Up to 30 years financial history
- We deliver premium Wall Street data with top-tier accuracy and up to 30 years of history.