Consolidated Edison Inc. (ED)
NYSE: ED
· Real-Time Price · USD
100.86
-2.00 (-1.94%)
At close: Aug 15, 2025, 3:59 PM
101.15
0.29%
After-hours: Aug 15, 2025, 07:15 PM EDT
ED Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for ED across all expirations is 21,313.46 shares per 1% move, with 34,256.72 from calls and 12,943.26 from puts. The put-call GEX ratio of 0.38 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 Nov 21, 25 expiration with 11,986.66 net GEX, which may act as a magnet point for price action. Near-term exposure for Sep 19, 25 suggests potential support from positive gamma hedging flows.
ED GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 9,101.13 | -3,426.61 | 5,674.52 | 0.38 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Nov 21, 25 | 16,493.82 | -4,507.16 | 11,986.66 | 0.27 |
| Jan 16, 26 | 7,093.56 | -4,412.22 | 2,681.34 | 0.62 |
| Feb 20, 26 | 603 | -211.93 | 391.07 | 0.35 |
| Jan 15, 27 | 965.21 | -385.34 | 579.87 | 0.40 |
| Jan 23, 64 | 0 | 0 | 0 | n/a |