thetaOwl

HYG

iShares iBoxx High Yield Corporate Bond ETFClose $79.62EOD only
Max Pain
$79.50
Next expiry Jun 12, 2026
Expected Move
±$0.34
0.4% from close
Price Gap
-0.12
Distance to max pain
IV Rank
16
Low premium
P/C OI
3.72
Slightly put-heavy
Consensus
8.5/10
Bearish tilt
Published snapshot: Jun 9, 2026 close
End-of-day snapshot

This page reflects HYG options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot
Jun 9, 2026 close
HYG Flow Report
Analysis based on market close June 10, 2026

Historical consensus-supported lens with full content, report chain context, and metric rail.

Flow Verdict

BiasBearish
Confirmation: Sustained put dominance across expiries, extreme put/call ratio, and bearish GEX align with risk-off macro environment.
Invalidation: Spot breaks above gamma flip at 79 or put volume/ratio declines significantly.
Confidence:
8 / 10
base 5; +2 GEX/flow strongly aligned; +1 spot 0.0% from MP

Watch next session: Monitor 78 put activity and spot vs gamma flip at 79.

Flow Summary

Net premium: -$19.6M bearish

P/C volume ratio: 4.55

P/C OI ratio: 3.69

HYG options flow overwhelmingly bearish: put volume 4.5x calls, net premium -$19.6M. Notable large put buys in Sep 78 (55k vol) and Oct 74. GEX -$2.7B, gamma flip near 79. Macro sell-off supports downside. Bias bearish.

Notable Prints

#1
HYG 2026-10-16 $74.00 Put
Vol: 10,178
OI: 1,253
Vol/OI: 8.1x
IV: 15.9%
Notional: ~$438K
Intent: Bearish hedge or speculation
Dual read: Hedging vs directional

Read-through: High volume put, potential fear of downside.

#2
HYG 2026-07-24 $81.50 Call
Vol: 718
OI: 100
Vol/OI: 7.2x
IV: 4.2%
Notional: ~$718
Intent: Cheap speculative upside bet
Dual read: Could be closing position

Read-through: Low IV, small bullish wager.

#3
HYG 2026-11-20 $82.00 Put
Vol: 396
OI: 180
Vol/OI: 2.2x
IV: 19.3%
Notional: ~$164K
Intent: Bearish protection
Dual read: Long-dated bearish bet

Read-through: Higher IV, longer-term fear.

#4
HYG 2026-09-18 $78.00 Put
Vol: 55,001
OI: 27,742
Vol/OI: 2.0x
IV: 13.7%
Notional: ~$4.6M
Intent: Large bearish positioning
Dual read: Institutional hedge

Read-through: Massive put volume, significant downside bet.

#5
HYG 2026-06-18 $80.50 Put
Vol: 300
OI: 200
Vol/OI: 1.5x
IV: 12.0%
Notional: ~$30K
Intent: Minor bearish position
Dual read: Possible entry into bearish

Read-through: Small put, near ATM.

Institutional Positioning

Call additions: Minimal call activity; light $81.50 call print (718 vol, OI 100) likely retail noise.

Put additions: Aggressive put accumulation: $74 put (10,178 vol, OI 1,253), $78 put (55,001 vol, OI 27,742), $82 put (396 vol, OI 180). Open interest surging at $78 and $74 strikes.

GEX/DEX consistency: Consistent: $-2.7B GEX (negative gamma) aligns with heavy put buying; DEX +185.7M shares suggests dealers hedge long deltas from put sales.

OI clusters: Largest put OI at $78 (27,742 contracts) and $74 (1,253 contracts); $80.5 put OI 200. Call OI negligible. Gamma flip at $79 (0.6% below spot).

Hedging evidence: Collars/put spreads possible; large $78 put block (55k vol) may be hedging HYG exposure; $74 put deep OTM insurance.

Max pain context: Spot at max pain (~$80.50); high put OI pressure suggests pinning near current levels, but bearish flow may push lower.

Signal vs Noise

~Signal: massive put OI additions at $78 & $74, net negative premium, high put/call ratios (4.5 vol, 3.7 OI), and negative gamma flip.
~Noise: low-volume $81.50 call (IV 4.2%) likely retail, not institutional. Low IV on most prints suggests no panic.

Key Conclusions

🐻Institutions aggressively adding downside puts (HYG $78, $74) with 55k vol block; bearish positioning intensifying.
⚠️Negative gamma and large put OI clusters create downward pressure; spot near max pain but risk of break.
How to Use These Reports
This flow reflects the market close on June 10, 2026.
What the reports do

Each report translates the same market-close options snapshot into a specific lens such as directional bias, premium-selling posture, flow quality, or earnings setup.

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What to remember

These are interpretation layers, not execution guarantees. Validate the setup against chain liquidity, expected move, and exposure before sizing risk.

If the report conviction and the raw data disagree, slow down and resolve the mismatch before sizing risk.