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

American Financial Group ...

NYSE: AFG · Real-Time Price · USD
148.61
1.51 (1.03%)
At close: Oct 03, 2025, 3:59 PM
148.71
0.07%
After-hours: Oct 03, 2025, 05:45 PM EDT

AFG Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for AFG across all expirations is 5,355.42 shares per 1% move, with 6,660.41 from calls and 1,304.99 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.

AFG GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Oct 17, 25 3,135.42 -84.6 3,050.82 0.03
Nov 21, 25 17.52 -9.79 7.73 0.56
Dec 19, 25 3,405.72 -786.63 2,619.09 0.23
Jan 16, 26 0 0 0 n/a
Mar 20, 26 101.75 -423.97 -322.22 4.17