Diageo (DEO) Gamma Exposure by Expiry | GEX Expiration Analysis - Stocknear

Diageo

NYSE: DEO · Real-Time Price · USD
96.29
-0.06 (-0.06%)
At close: Oct 03, 2025, 3:59 PM
96.90
0.64%
After-hours: Oct 03, 2025, 07:42 PM EDT

DEO Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for DEO across all expirations is 38,597.23 shares per 1% move, with 55,406.58 from calls and 16,809.35 from puts. The put-call GEX ratio of 0.30 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.

DEO GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Oct 17, 25 39,288.74 -8,960.03 30,328.71 0.23
Nov 21, 25 4,717.95 -908.15 3,809.8 0.19
Jan 16, 26 8,502.57 -4,805.76 3,696.81 0.57
Apr 17, 26 1,718.64 -756.09 962.55 0.44
Jun 18, 26 1,178.68 -1,379.32 -200.64 1.17