American Financial Group Inc. (AFG) Gamma Exposure by Expiry | GEX Expiration Analysis - Stocknear

American Financial Group ...

NYSE: AFG · Real-Time Price · USD
139.85
-0.29 (-0.21%)
At close: Sep 12, 2025, 3:59 PM
139.86
0.01%
After-hours: Sep 12, 2025, 06:12 PM EDT

AFG Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for AFG across all expirations is 12,939.89 shares per 1% move, with 14,286.39 from calls and 1,346.5 from puts. The put-call GEX ratio of 0.09 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.

AFG GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Sep 19, 25 1,178.09 -355.88 822.21 0.30
Oct 17, 25 8,034.64 -96.14 7,938.5 0.01
Dec 19, 25 4,970.77 -660.65 4,310.12 0.13
Jan 16, 26 0 0 0 n/a
Mar 20, 26 102.89 -233.83 -130.94 2.27