(ACWV)
CBOE: ACWV
· Real-Time Price · USD
119.42
0.28 (0.24%)
At close: Aug 18, 2025, 9:44 AM
ACWV Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for ACWV across all expirations is 75.68 shares per 1% move, with 104.65 from calls and 28.97 from puts. The put-call GEX ratio of 0.28 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness. The highest gamma concentration is at the Oct 17, 25 expiration with 81.59 net GEX, which may act as a magnet point for price action. Near-term exposure for Sep 19, 25 suggests possible volatility from negative gamma effects.
ACWV GEX Table
Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Sep 19, 25 | 0 | -5.91 | -5.91 | n/a |
Oct 17, 25 | 104.65 | -23.06 | 81.59 | 0.22 |
Jan 16, 26 | 0 | 0 | 0 | n/a |
Apr 17, 26 | 0 | 0 | 0 | n/a |