Bausch Health Companies I... (BHC)
NYSE: BHC
· Real-Time Price · USD
8.34
0.83 (11.05%)
At close: Aug 15, 2025, 3:59 PM
8.42
0.96%
After-hours: Aug 15, 2025, 07:58 PM EDT
BHC Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for BHC across all expirations is 12,727.05 shares per 1% move, with 33,652.27 from calls and 20,925.22 from puts. The put-call GEX ratio of 0.62 reflects balanced positioning between puts and calls. The highest gamma concentration is at the Dec 17, 27 expiration with -7,532.37 net GEX, which may act as a pivot point for price action. Near-term exposure for Aug 22, 25 suggests potential support from positive gamma hedging flows.
BHC GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 22, 25 | 1,088.97 | -177.49 | 911.48 | 0.16 |
| Aug 29, 25 | 1,000.77 | -91.6 | 909.17 | 0.09 |
| Sep 5, 25 | 430.43 | -7.87 | 422.56 | 0.02 |
| Sep 12, 25 | 330.71 | -32.64 | 298.07 | 0.10 |
| Sep 19, 25 | 2,264.39 | -313.92 | 1,950.47 | 0.14 |
| Sep 26, 25 | 62.39 | -1.91 | 60.48 | 0.03 |
| Oct 17, 25 | 5,307.63 | -926.23 | 4,381.4 | 0.17 |
| Dec 19, 25 | 7,311.17 | -6,019.82 | 1,291.35 | 0.82 |
| Jan 16, 26 | 10,450.32 | -3,846.84 | 6,603.48 | 0.37 |
| Apr 17, 26 | 4.58 | -2.31 | 2.27 | 0.50 |
| Jan 15, 27 | 4,332.44 | -903.75 | 3,428.69 | 0.21 |
| Dec 17, 27 | 1,068.47 | -8,600.84 | -7,532.37 | 8.05 |