CRH

NYSE: CRH · Real-Time Price · USD
111.54
-0.21 (-0.19%)
At close: Aug 15, 2025, 11:10 AM

CRH Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for CRH across all expirations is 78,732.16 shares per 1% move, with 92,763.65 from calls and 14,031.49 from puts. The put-call GEX ratio of 0.15 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 Sep 19, 25 expiration with 41,541.3 net GEX, which may act as a magnet point for price action. Near-term exposure for Aug 22, 25 suggests possible volatility from negative gamma effects.

CRH GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Aug 22, 25 393.27 -635.85 -242.58 1.62
Aug 29, 25 6,106.72 -70.7 6,036.02 0.01
Sep 5, 25 954.11 -891.29 62.82 0.93
Sep 12, 25 24.66 0 24.66 0.00
Sep 19, 25 48,804.13 -7,262.83 41,541.3 0.15
Sep 26, 25 12.64 -3.01 9.63 0.24
Oct 17, 25 19,937.42 -848.8 19,088.62 0.04
Dec 19, 25 9,948.25 -3,288.61 6,659.64 0.33
Jan 16, 26 3,357.12 -907.22 2,449.9 0.27
Mar 20, 26 165.37 -0.35 165.02 0.00
Jan 15, 27 3,059.96 -122.83 2,937.13 0.04