British American Tobacco ... (BTI)
NYSE: BTI
· Real-Time Price · USD
52.99
0.64 (1.22%)
At close: Sep 26, 2025, 3:59 PM
53.10
0.20%
After-hours: Sep 26, 2025, 07:54 PM EDT
BTI Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for BTI across all expirations is 212,758.26 shares per 1% move, with 279,031.02 from calls and 66,272.76 from puts. The put-call GEX ratio of 0.24 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 |
|---|---|---|---|---|
| Oct 17, 25 | 9,453.16 | -8,907.93 | 545.23 | 0.94 |
| Nov 21, 25 | 782.39 | -857.7 | -75.31 | 1.10 |
| Dec 19, 25 | 127,825.77 | -20,099.18 | 107,726.59 | 0.16 |
| Jan 16, 26 | 50,877.76 | -13,105.43 | 37,772.33 | 0.26 |
| Mar 20, 26 | 16,346.45 | -9,356.54 | 6,989.91 | 0.57 |
| Jun 18, 26 | 19,037.7 | -3,222.37 | 15,815.33 | 0.17 |
| Sep 18, 26 | 21,424.76 | -1,363.73 | 20,061.03 | 0.06 |
| Dec 18, 26 | 9,455.5 | -2,841.74 | 6,613.76 | 0.30 |
| Jan 15, 27 | 22,278.73 | -5,604.91 | 16,673.82 | 0.25 |
| Jan 21, 28 | 1,548.8 | -913.23 | 635.57 | 0.59 |