Chubb Limited (CB)
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 |