Bausch Health Companies I...

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