iShares 1-3 Year Treasury Bond ETF (SHY) ETF Daily Delta Exposure Analysis - Options Greeks - Stocknear

iShares 1-3 Year Treasury...

NASDAQ: SHY · Real-Time Price · USD
82.98
0.07 (0.08%)
At close: Aug 29, 2025, 3:59 PM
82.66
-0.39%
Pre-market: Sep 02, 2025, 09:20 AM EDT

SHY Daily Delta Exposure

SHY's current Delta Exposure (DEX) is -565.57K shares, which is 4150% larger than the 3M average of 13.31K shares. During this period, DEX ranged from -671.7K on Aug 25, 2025 to 108.86K on Jun 30, 2025, swinging between net long and short dealer positioning. Delta exposure has been decreasing recently, reducing dealer buying pressure that supported recent moves. The current put-call delta ratio of 4.21 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 29, 2025 176,154.2 -741,719.6 -565,565.4 4.21
Aug 28, 2025 163,179.52 -766,129.89 -602,950.37 4.70
Aug 27, 2025 165,706.98 -749,010.35 -583,303.37 4.52

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