Ambac Financial Group Inc... (AMBC)
NYSE: AMBC
· Real-Time Price · USD
9.54
0.22 (2.36%)
At close: Sep 26, 2025, 3:59 PM
9.54
-0.05%
After-hours: Sep 26, 2025, 04:04 PM EDT
AMBC Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for AMBC across all expirations is 115,207.85 shares per 1% move, with 122,800.32 from calls and 7,592.47 from puts. The put-call GEX ratio of 0.06 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
AMBC GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Oct 17, 25 | 32,416.3 | -3,644.59 | 28,771.71 | 0.11 |
| Nov 21, 25 | 10,026.03 | -2,883.72 | 7,142.31 | 0.29 |
| Dec 19, 25 | 0 | 0 | 0 | n/a |
| Jan 16, 26 | 79,328.01 | -717.77 | 78,610.24 | 0.01 |
| Feb 20, 26 | 339.11 | -35.44 | 303.67 | 0.10 |
| May 15, 26 | 2.3 | -5.01 | -2.71 | 2.18 |
| Dec 18, 26 | 0 | 0 | 0 | n/a |
| Jan 15, 27 | 688.57 | -303.89 | 384.68 | 0.44 |
| Jan 21, 28 | 0 | -2.05 | -2.05 | n/a |