thetaOwl

HYG

iShares iBoxx High Yield Corporate Bond ETFClose $80.26EOD only
Max Pain
$80.00
Next expiry Apr 17, 2026
Expected Move
±$0.29
0.4% from close
Price Gap
-0.26
Distance to max pain
IV Rank
50
Middle-high premium
P/C OI
4.63
Slightly put-heavy
Consensus
6.5/10
Range bias
Published snapshot: Apr 13, 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
Apr 13, 2026 close
HYG Theta Report
Analysis based on market close April 13, 2026

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

Theta Verdict

Attractiveness7 / 10
Sizing: Moderate
Primary: Sell defined-risk put spreads and short-dated iron condors around the $79–$81 pin
Invalidation: Close below ~$79 gamma flip (structural put floor $74-$76 increases downside risk)
Confidence:
8.5 / 10
base 5; +2 GEX/flow strongly aligned; +1 spot 0.3% from MP; +0.5 VIX 19

IV Environment

IV Regime
Low
IV vs VIX
Avg IV 8.2% vs VIX 19.12  IV depressed vs market
Favorable?
No

Term structure: Very low front-week IV (4-11d: 5.5%-5.9%), a bump at the 18d point (2026-05-01 ATM 13.0%) — calendar convexity exists around the 18d tenor

⚠️Front-week ATM IV 5.5%-5.9% — poor theta edge for naked premium sells
🟢18d ATM vol (2026-05-01) is 13.0% — the only near-tenor with materially richer vol to harvest

Pin Risk Assessment

Spot vs MP: At (Spot $80.26 vs Max Pain $80.00 this week)

GEX regime: Trending (GEX -$1.2B)  dealers short gamma — increases trend risk

Gamma flip: ~$79.00Below ~$79 dealers flip; negative GEX amplifies moves away from current spot, reducing safe pinning

OI concentrations: Put wall $79 (530,520 OI), $77 (420,374 OI), $74 (369,382 OI); Call wall $81 (211,219 OI), $83 (81,309 OI)

Verdict: Threatens credit positions — MP is close but negative GEX (trending) raises risk of sustained moves; defined-risk structures preferred

Premium Opportunities

#1
put spread
Sell 79/76 put spread exp 2026-05-01 (18 DTE)
2026-05-01 tenor shows ATM IV = 13.0% (richer than front week). Large put OI at $79 creates both a pin and liquidity to sell into. Defined-risk spread protects against trending dealers (GEX -$1.2B).
Credit: $0.50-$0.80
Max loss: $2.20
BE: 78.50
Mgmt: Take profits at 60-70% of max credit; roll down 1-2 strikes or widen to the $76/$73 spread if price closes below $79; cut losses if HYG < $78.00 (close below gamma flip $79 triggers defensive action)
#2
iron condor
Sell 76/74 put and 82/84 call iron condor exp 2026-05-15 (32 DTE)
32 DTE ATM vol 6.6% is low but the wings chosen sit near structural put floor (74-76) and call OI walls (82-83) to collect premium with defined risk. Use 32 DTE to capture steady theta while keeping width small against low IV.
Credit: $0.40-$0.65
Max loss: $1.60
BE: 75.60 / 82.65
Mgmt: Close at 50% of max profit; if either short strike is tested intraday, tighten by buying protective wing or close that side; exit entire position if HYG < $79 (gamma flip) with confirmed momentum.
#3
cash-secured put (CSP)
Sell $77 put exp 2026-05-15 (32 DTE)
Conservative assignment-ready income near strong put OI at $77 (420,374). Lower IV implies small credit but acceptable entry for those willing to own HYG at a modest discount inside put floor range.
Credit: $0.20-$0.40
Max loss: $77.00
BE: $76.80
Mgmt: Take profits at 50-70% of premium collected; roll down one strike and out ~15-25 DTE if tested; close if HYG < $78.00 with accelerating negative flow.
#4
short-dated put spread (aggressive wing)
Sell 79/78 put spread exp 2026-04-24 (11 DTE) — weekly
Front-week IV depressed (5.9% on 11d) so absolute credits are small; use defined-risk 1-point width to capture fast theta with limited risk as a tactical trade since spot ~max pain.
Credit: $0.06-$0.14
Max loss: $0.86
BE: 78.40
Mgmt: Close at 70% of max profit by mid-week; stop-loss if spread widens to >50% of width or if HYG < $79 intraday; avoid rolling into another low-IV weekly unless skew improves.

Risk Alerts

!Gamma flip ~$79 — dealers flip behavior below this level; tighten risk management for credits if HYG trades < $79
!Total GEX large negative (-$1.2B)  trending regime increases chance of sustained moves away from max pain
!Very low short-dated IV (4-6% for 4-11d) — selling naked premium front-week yields minimal edge and higher assignment/volatility-normalization risk
!Large concentrated put OI at $79/$77/$74 — while providing liquidity, these walls can be broken if flow turns; defined-risk structures preferred
!No explicit earnings/ex-dividend data provided — absence noted (do not sell naked through unknown earnings if they exist)

Read the Theta analysis for HYG for 2026-04-13. Each report is a market-close snapshot with regime read, key levels, and strategy context that translates options positioning into an actionable setup.