AstraZeneca (AZN)
NASDAQ: AZN
· Real-Time Price · USD
80.81
-0.41 (-0.50%)
At close: Sep 10, 2025, 3:59 PM
81.00
0.24%
After-hours: Sep 10, 2025, 07:03 PM EDT
AZN Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for AZN across all expirations is 260,478.46 shares per 1% move, with 371,069.78 from calls and 110,591.32 from puts. The put-call GEX ratio of 0.30 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
AZN GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 12, 25 | 56,368 | -17,260.64 | 39,107.36 | 0.31 |
| Sep 19, 25 | 182,747.7 | -41,246.42 | 141,501.28 | 0.23 |
| Sep 26, 25 | 2,007.63 | -1,895.64 | 111.99 | 0.94 |
| Oct 3, 25 | 783.21 | -56.78 | 726.43 | 0.07 |
| Oct 10, 25 | 175.49 | -45.15 | 130.34 | 0.26 |
| Oct 17, 25 | 29,157.02 | -17,485.9 | 11,671.12 | 0.60 |
| Oct 24, 25 | 3.89 | 0 | 3.89 | 0.00 |
| Dec 19, 25 | 27,326.22 | -5,492.73 | 21,833.49 | 0.20 |
| Jan 16, 26 | 59,581.75 | -20,817.15 | 38,764.6 | 0.35 |
| Apr 17, 26 | 2,257.9 | -2,584.08 | -326.18 | 1.14 |
| Jan 15, 27 | 5,347.62 | -2,370.62 | 2,977 | 0.44 |
| Jun 17, 27 | 5,313.35 | -1,336.21 | 3,977.14 | 0.25 |