iShares Broad USD Investment Grade Corporate Bond ETF (USIG) ETF Delta Exposure by Expiration - Options Greeks Analysis - Stocknear

iShares Broad USD Investm...

NASDAQ: USIG · Real-Time Price · USD
52.05
-0.11 (-0.21%)
At close: Oct 06, 2025, 3:02 PM

USIG Delta Exposure By Expiry

The total Delta Exposure (DEX) for USIG across all expirations shows 5,124.35 net shares that market makers must hedge, with 5,221.27 from calls and 96.92 from puts. The put-call delta ratio of 0.02 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

USIG DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 3,815.41 -34.3 3,781.11 0.01
Nov 21, 25 0 0 0 n/a
Jan 16, 26 1,405.86 -41.05 1,364.81 0.03
Apr 17, 26 0 -21.57 -21.57 n/a
Sep 23, 64 0 0 0 n/a