Ameren Corporation (AEE)
NYSE: AEE
· Real-Time Price · USD
102.12
1.34 (1.33%)
At close: Sep 26, 2025, 3:59 PM
100.00
-2.08%
After-hours: Sep 26, 2025, 06:28 PM EDT
AEE Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for AEE across all expirations is 6,893.26 shares per 1% move, with 7,403.96 from calls and 510.7 from puts. The put-call GEX ratio of 0.07 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
AEE GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Oct 17, 25 | 3,649.77 | -97.84 | 3,551.93 | 0.03 |
| Nov 21, 25 | 762.55 | 0 | 762.55 | 0.00 |
| Dec 19, 25 | 760.94 | -256.35 | 504.59 | 0.34 |
| Jan 16, 26 | 445.21 | -106.13 | 339.08 | 0.24 |
| Mar 20, 26 | 1,785.49 | -50.38 | 1,735.11 | 0.03 |