iShares 0-5 Year High Yield Corporate Bond ETF (SHYG) ETF Delta Exposure by Expiration - Options Greeks Analysis - Stocknear

iShares 0-5 Year High Yie...

AMEX: SHYG · Real-Time Price · USD
43.07
-0.05 (-0.12%)
At close: Oct 03, 2025, 3:59 PM
43.14
0.16%
After-hours: Oct 03, 2025, 05:05 PM EDT

SHYG Delta Exposure By Expiry

The total Delta Exposure (DEX) for SHYG across all expirations shows -65.26 net shares that market makers must hedge, with 104.6 from calls and 169.86 from puts. The put-call delta ratio of 1.62 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.

SHYG DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 0 0 0 n/a
Nov 21, 25 0 0 0 n/a
Dec 19, 25 73.49 -169.86 -96.37 2.31
Jan 16, 26 0 0 0 n/a
Mar 20, 26 31.11 0 31.11 0.00