CNH Industrial N.V. (CNH) Gamma Exposure by Expiry | GEX Expiration Analysis - Stocknear

CNH Industrial N.V.

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