British American Tobacco ... (BTI)
NYSE: BTI
· Real-Time Price · USD
56.00
0.57 (1.03%)
At close: Sep 05, 2025, 3:59 PM
56.25
0.45%
After-hours: Sep 05, 2025, 07:58 PM EDT
BTI Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for BTI across all expirations is 218,962.65 shares per 1% move, with 321,220.65 from calls and 102,258 from puts. The put-call GEX ratio of 0.32 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
BTI GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 102,609.78 | -33,846.71 | 68,763.07 | 0.33 |
| Oct 17, 25 | 17,993.27 | -7,563.76 | 10,429.51 | 0.42 |
| Dec 19, 25 | 60,730.67 | -22,843.4 | 37,887.27 | 0.38 |
| Jan 16, 26 | 49,870.55 | -14,888.6 | 34,981.95 | 0.30 |
| Mar 20, 26 | 18,297.36 | -8,988.58 | 9,308.78 | 0.49 |
| Jun 18, 26 | 18,309.35 | -3,573.56 | 14,735.79 | 0.20 |
| Sep 18, 26 | 21,590.56 | -1,497.99 | 20,092.57 | 0.07 |
| Dec 18, 26 | 14,369.51 | -3,001.58 | 11,367.93 | 0.21 |
| Jan 15, 27 | 17,449.6 | -6,053.82 | 11,395.78 | 0.35 |