Bank of Montreal (BMO)
NYSE: BMO
· Real-Time Price · USD
113.47
-0.70 (-0.61%)
At close: Aug 15, 2025, 2:46 PM
BMO Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for BMO across all expirations is 8,678.84 shares per 1% move, with 27,747.14 from calls and 19,068.3 from puts. The put-call GEX ratio of 0.69 reflects balanced positioning between puts and calls. The highest gamma concentration is at the Jan 16, 26 expiration with 3,399.12 net GEX, which may act as a magnet point for price action. Near-term exposure for Sep 19, 25 suggests potential support from positive gamma hedging flows.
BMO GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 10,846.79 | -8,012.9 | 2,833.89 | 0.74 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Dec 19, 25 | 2,256.24 | -471 | 1,785.24 | 0.21 |
| Jan 16, 26 | 12,070.62 | -8,671.5 | 3,399.12 | 0.72 |
| Mar 20, 26 | 23.29 | -258.99 | -235.7 | 11.12 |
| Jan 15, 27 | 2,550.2 | -1,653.91 | 896.29 | 0.65 |