CNH Industrial N.V. (CNH)
NYSE: CNH
· Real-Time Price · USD
11.33
-0.17 (-1.48%)
At close: Sep 09, 2025, 3:59 PM
11.34
0.09%
After-hours: Sep 09, 2025, 07:25 PM EDT
CNH Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for CNH across all expirations is 77,149.58 shares per 1% move, with 88,977.79 from calls and 11,828.21 from puts. The put-call GEX ratio of 0.13 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
CNH GEX Table
Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Sep 19, 25 | 13,157.58 | -9,485.09 | 3,672.49 | 0.72 |
Oct 17, 25 | 704.66 | -76.52 | 628.14 | 0.11 |
Dec 19, 25 | 68,317.28 | -1,241.1 | 67,076.18 | 0.02 |
Mar 20, 26 | 4,013.11 | -223.58 | 3,789.53 | 0.06 |
Jan 15, 27 | 2,785.16 | -801.92 | 1,983.24 | 0.29 |