American Electric Power ... (AEP)
NASDAQ: AEP
· Real-Time Price · USD
112.41
-0.45 (-0.40%)
At close: Aug 15, 2025, 2:06 PM
AEP Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for AEP across all expirations is 129,173.65 shares per 1% move, with 161,002.95 from calls and 31,829.3 from puts. The put-call GEX ratio of 0.20 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 Sep 19, 25 expiration with 55,961.22 net GEX, which may act as a magnet point for price action. Near-term exposure for Sep 19, 25 suggests potential support from positive gamma hedging flows.
AEP GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 72,868.84 | -16,907.62 | 55,961.22 | 0.23 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Nov 21, 25 | 22,544.39 | -3,970.07 | 18,574.32 | 0.18 |
| Dec 19, 25 | 6,343.12 | -1,013.37 | 5,329.75 | 0.16 |
| Jan 16, 26 | 48,582.99 | -5,723.46 | 42,859.53 | 0.12 |
| Feb 20, 26 | 192.52 | -407.26 | -214.74 | 2.12 |
| Mar 20, 26 | 2,840.38 | -717.17 | 2,123.21 | 0.25 |
| Jun 18, 26 | 3,800.51 | -1,551.38 | 2,249.13 | 0.41 |
| Sep 18, 26 | 847.96 | -492.66 | 355.3 | 0.58 |
| Jan 15, 27 | 2,982.24 | -1,046.31 | 1,935.93 | 0.35 |