thetaOwl

HYG

iShares iBoxx High Yield Corporate Bond ETFClose $80.01EOD only
Max Pain
$79.50
Next expiry Jun 26, 2026
Expected Move
±$0.31
0.4% from close
Price Gap
-0.51
Distance to max pain
IV Rank
100
High premium
P/C OI
3.75
Slightly put-heavy
Consensus
6.5/10
Bearish tilt
Published snapshot: Jun 18, 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 18, 2026 close
HYG Flow Report
Analysis based on market close June 22, 2026

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

Flow Verdict

BiasBearish
Confirmation: Break below gamma flip $79.
Invalidation: Price above $81 and GEX positive.
Confidence:
7 / 10
base 5; -1 GEX/flow contradict; +1 GEX positive (pinning); +1 spot 0.6% from MP; +1 VIX 17

Watch next session: $79; $81

Flow Summary

Net premium: -$9.5M bearish

P/C volume ratio: 2.65

P/C OI ratio: 3.28

Put-heavy flow and negative equity bias dominate. Despite pinning gamma, downside risk to $79. Watch $81 for bearish invalidation.

Notable Prints

#1
HYG 2026-11-20 $82.00 Put
Vol: 396
OI: 180
Vol/OI: 2.2x
IV: 21.4%
Notional: ~$164K
Intent: Bearish hedge or speculation, opening
Dual read: Could be protective put buying or directional bearish bet

Read-through: Expects HYG to decline or hedge downside over long term

#2
HYG 2026-06-26 $81.00 Put
Vol: 1,100
OI: 576
Vol/OI: 1.9x
IV: 12.2%
Notional: ~$139K
Intent: Bearish position, possibly closing short puts
Dual read: Opening bearish put or closing existing short puts

Read-through: Near-term bearish sentiment or profit-taking on prior short puts

Institutional Positioning

Call additions: Minimal; heavy put flow dominates.

Put additions: Large at $81 (Jun) and $82 (Nov) strikes.

GEX/DEX consistency: GEX positive (pinning) vs bearish flow; mixed.

OI clusters: Put OI concentrated at $79 (flip), $81, $82.

Hedging evidence: Put buying may hedge credit risk; no collars.

Max pain context: Spot at MP; pinning expected near current levels.

Signal vs Noise

~Signal: 2.65 put/call volume ratio, unusual put prints, gamma pinning.
~Noise: Small SPY/QQQ declines; low VIX not actionable.

Key Conclusions

📉Heavy put flow at $81/82 indicates bearish sentiment.
📌Spot at MP with +GEX suggests pinning near current levels.
⚠️Unusual put opens imply institutional hedging or bearish bet.
How to Use These Reports
This flow reflects the market close on June 22, 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.

How traders use them

Reports are most useful for narrowing the playbook, surfacing entry and risk context, and deciding which raw data page to inspect next.

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.