Azul S.A. (AZUL)
NYSE: AZUL
· Real-Time Price · USD
0.50
0.01 (2.33%)
At close: May 27, 2025, 3:59 PM
AZUL Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for AZUL across all expirations is 145.95 shares per 1% move, with 1,271.03 from calls and 1,125.08 from puts. The put-call GEX ratio of 0.89 reflects balanced positioning between puts and calls. The highest gamma concentration is at the Jan 16, 26 expiration with 263.08 net GEX, which may act as a magnet point for price action. Near-term exposure for Nov 21, 25 suggests possible volatility from negative gamma effects.
AZUL GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Nov 21, 25 | 0 | -117.13 | -117.13 | n/a |
| Jan 16, 26 | 1,271.03 | -1,007.95 | 263.08 | 0.79 |
| Jan 15, 27 | 0 | 0 | 0 | n/a |