Chubb Limited

NYSE: CB · Real-Time Price · USD
275.32
-0.42 (-0.15%)
At close: Aug 15, 2025, 2:29 PM

CB Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for CB across all expirations is 2,962.75 shares per 1% move, with 33,441.91 from calls and 30,479.16 from puts. The put-call GEX ratio of 0.91 reflects balanced positioning between puts and calls. The highest gamma concentration is at the Sep 19, 25 expiration with -3,398.69 net GEX, which may act as a pivot point for price action. Near-term exposure for Sep 19, 25 suggests possible volatility from negative gamma effects.

CB GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Sep 19, 25 11,591.23 -14,989.92 -3,398.69 1.29
Oct 17, 25 0 0 0 n/a
Nov 21, 25 7,243.67 -4,721.06 2,522.61 0.65
Jan 16, 26 7,869.3 -8,447.63 -578.33 1.07
Feb 20, 26 194.96 -200.19 -5.23 1.03
Mar 20, 26 3,023.42 -476.56 2,546.86 0.16
Jun 18, 26 681.42 -963.87 -282.45 1.41
Sep 18, 26 197.49 -144.78 52.71 0.73
Dec 18, 26 0 0 0 n/a
Jan 15, 27 2,640.42 -535.15 2,105.27 0.20