Xtrackers USD High Yield Corporate Bond ETF (HYLB) ETF Delta Exposure by Expiration - Options Greeks Analysis - Stocknear

Xtrackers USD High Yield ...

AMEX: HYLB · Real-Time Price · USD
37.02
-0.01 (-0.03%)
At close: Aug 28, 2025, 11:55 AM

HYLB Delta Exposure By Expiry

The total Delta Exposure (DEX) for HYLB across all expirations shows 1,327.09 net shares that market makers must hedge, with 3,008.44 from calls and 1,681.35 from puts. The put-call delta ratio of 0.56 suggests neutral market maker positioning. The largest delta concentration at Dec 19, 25 with 2,663.43 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries negative delta forcing market makers to buy shares, potentially providing support.

HYLB DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Sep 19, 25 345.01 -1,681.35 -1,336.34 4.87
Oct 17, 25 0 0 0 n/a
Dec 19, 25 2,663.43 0 2,663.43 0.00
Mar 20, 26 0 0 0 n/a