VAALCO Energy Inc. (EGY) Gamma Exposure by Expiry | GEX Expiration Analysis - Stocknear

VAALCO Energy Inc.

NYSE: EGY · Real-Time Price · USD
4.25
0.01 (0.24%)
At close: Sep 26, 2025, 3:59 PM
4.30
1.30%
After-hours: Sep 26, 2025, 06:40 PM EDT

EGY Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for EGY across all expirations is 15,247.69 shares per 1% move, with 20,395.25 from calls and 5,147.56 from puts. The put-call GEX ratio of 0.25 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.

EGY GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Oct 17, 25 11,218.79 -4,512.21 6,706.58 0.40
Nov 21, 25 796.08 -30.88 765.2 0.04
Jan 16, 26 6,714.53 -568.92 6,145.61 0.08
Apr 17, 26 1,665.85 -35.55 1,630.3 0.02