ACNB Corporation

NASDAQ: ACNB · Real-Time Price · USD
44.08
-1.04 (-2.30%)
At close: Aug 15, 2025, 3:59 PM
44.11
0.07%
After-hours: Aug 15, 2025, 04:04 PM EDT

ACNB Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for ACNB across all expirations is -99.65 shares per 1% move, with 9.68 from calls and 109.33 from puts. The put-call GEX ratio of 11.29 indicates heavy put positioning, suggesting market makers may need to buy shares on declines (supportive) and sell on rallies (resistance). The highest gamma concentration is at the Jan 16, 26 expiration with -100.7 net GEX, which may act as a pivot point for price action. Near-term exposure for Sep 19, 25 suggests potential support from positive gamma hedging flows.

ACNB GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Sep 19, 25 1.63 0 1.63 0.00
Oct 17, 25 8.05 -8.63 -0.58 1.07
Dec 19, 25 0 0 0 n/a
Jan 16, 26 0 -100.7 -100.7 n/a
Apr 17, 26 0 0 0 n/a