SPDR Bloomberg High Yield... (JNK)
JNK Daily Delta Exposure
JNK's current Delta Exposure (DEX) is -15.12K shares, which is 51% smaller than the 3M average of -30.68K shares. During this period, DEX ranged from -49.25K on Jun 18, 2025 to -15.12K on Aug 22, 2025, with dealers consistently net long, providing natural buying support. Delta exposure has been increasing recently, shifting the directional hedging pressure. The current put-call delta ratio of 1.40 signals heavy put positioning that could accelerate downside moves. 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 22, 2025 | 38,120.07 | -53,236.12 | -15,116.05 | 1.40 |
Aug 21, 2025 | 30,434.25 | -52,165.07 | -21,730.82 | 1.71 |
Aug 18, 2025 | 24,388.99 | -47,375.4 | -22,986.41 | 1.94 |
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.