CNH Industrial N.V. (CNH)
NYSE: CNH
· Real-Time Price · USD
12.16
0.01 (0.08%)
At close: Aug 15, 2025, 2:07 PM
CNH Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for CNH across all expirations is 53,512.48 shares per 1% move, with 68,326.39 from calls and 14,813.91 from puts. The put-call GEX ratio of 0.22 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness. The highest gamma concentration is at the Dec 19, 25 expiration with 51,607.74 net GEX, which may act as a magnet point for price action. Near-term exposure for Sep 19, 25 suggests possible volatility from negative gamma effects.
CNH GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 8,829.96 | -13,238.69 | -4,408.73 | 1.50 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Dec 19, 25 | 52,340.78 | -733.04 | 51,607.74 | 0.01 |
| Mar 20, 26 | 4,348.13 | -80.37 | 4,267.76 | 0.02 |
| Jan 15, 27 | 2,807.52 | -761.81 | 2,045.71 | 0.27 |