AngloGold Ashanti

NYSE: AU · Real-Time Price · USD
54.28
-0.43 (-0.79%)
At close: Aug 15, 2025, 3:59 PM
54.51
0.42%
After-hours: Aug 15, 2025, 07:46 PM EDT

AU Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for AU across all expirations is -12,892.79 shares per 1% move, with 22,878.94 from calls and 35,771.73 from puts. The put-call GEX ratio of 1.56 indicates heavy put positioning, suggesting market makers may need to buy shares on declines (supportive) and sell on rallies (resistance). The highest gamma concentration is at the Oct 17, 25 expiration with -8,962.13 net GEX, which may act as a pivot point for price action. Near-term exposure for Sep 19, 25 suggests possible volatility from negative gamma effects.

AU GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Sep 19, 25 6,335.77 -13,774.31 -7,438.54 2.17
Oct 17, 25 3,957.39 -12,919.52 -8,962.13 3.26
Jan 16, 26 8,308.66 -3,117.83 5,190.83 0.38
Mar 20, 26 1,876.59 -5,193.56 -3,316.97 2.77
Apr 17, 26 0 0 0 n/a
Dec 18, 26 1,984.97 -403.8 1,581.17 0.20
Jan 15, 27 415.56 -362.71 52.85 0.87