Ambev S.A. (ABEV)
NYSE: ABEV
· Real-Time Price · USD
2.18
0.00 (0.00%)
At close: Aug 15, 2025, 2:14 PM
ABEV Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for ABEV across all expirations is 426.85 shares per 1% move, with 46,558.71 from calls and 46,131.86 from puts. The put-call GEX ratio of 0.99 reflects balanced positioning between puts and calls. The highest gamma concentration is at the Jan 16, 26 expiration with -13,217.32 net GEX, which may act as a pivot point for price action. Near-term exposure for Sep 19, 25 suggests possible volatility from negative gamma effects.
ABEV GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 193.47 | -229.84 | -36.37 | 1.19 |
| Oct 17, 25 | 8,752.83 | -410.56 | 8,342.27 | 0.05 |
| Jan 16, 26 | 26,236.88 | -39,454.2 | -13,217.32 | 1.50 |
| Apr 17, 26 | 0 | 0 | 0 | n/a |
| Jan 15, 27 | 11,375.53 | -6,037.26 | 5,338.27 | 0.53 |