American Electric Power Inc. (AEP) Gamma Exposure by Expiry | GEX Expiration Analysis - Stocknear

American Electric Power ...

NASDAQ: AEP · Real-Time Price · USD
109.14
1.28 (1.19%)
At close: Sep 26, 2025, 3:59 PM
109.00
-0.13%
After-hours: Sep 26, 2025, 07:51 PM EDT

AEP Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for AEP across all expirations is 102,934.56 shares per 1% move, with 152,282.2 from calls and 49,347.64 from puts. The put-call GEX ratio of 0.32 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.

AEP GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Oct 17, 25 57,128.95 -18,431.22 38,697.73 0.32
Nov 21, 25 20,230.59 -9,021.42 11,209.17 0.45
Dec 19, 25 8,459.44 -4,641.2 3,818.24 0.55
Jan 16, 26 51,745.17 -8,207.04 43,538.13 0.16
Feb 20, 26 639.39 -1,716.1 -1,076.71 2.68
Mar 20, 26 4,042.43 -1,772.7 2,269.73 0.44
May 15, 26 49.56 -102.56 -53 2.07
Jun 18, 26 4,635.4 -2,662.92 1,972.48 0.57
Sep 18, 26 1,617.46 -1,153.37 464.09 0.71
Jan 15, 27 3,646.56 -1,637.87 2,008.69 0.45
Jan 21, 28 87.25 -1.24 86.01 0.01