CME Group Inc. (CME)
NASDAQ: CME
· Real-Time Price · USD
273.91
-0.79 (-0.29%)
At close: Aug 15, 2025, 3:59 PM
273.75
-0.06%
After-hours: Aug 15, 2025, 07:39 PM EDT
CME Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for CME across all expirations is 30,154.52 shares per 1% move, with 75,891.27 from calls and 45,736.75 from puts. The put-call GEX ratio of 0.60 reflects balanced positioning between puts and calls. The highest gamma concentration is at the Sep 19, 25 expiration with 21,555.55 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.
CME GEX Table
Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Sep 19, 25 | 37,794.71 | -16,239.16 | 21,555.55 | 0.43 |
Oct 17, 25 | 4,660.94 | -9,371.82 | -4,710.88 | 2.01 |
Nov 21, 25 | 2,820.69 | -2,445.08 | 375.61 | 0.87 |
Dec 19, 25 | 6,019.78 | -4,998.69 | 1,021.09 | 0.83 |
Jan 16, 26 | 13,099.31 | -6,165.83 | 6,933.48 | 0.47 |
Mar 20, 26 | 4,683.42 | -2,026.67 | 2,656.75 | 0.43 |
Jun 18, 26 | 3,836.49 | -3,477.48 | 359.01 | 0.91 |
Sep 18, 26 | 376.72 | -380.68 | -3.96 | 1.01 |
Jan 15, 27 | 2,599.21 | -631.34 | 1,967.87 | 0.24 |
Jan 1, 31 | 0 | 0 | 0 | n/a |