VAALCO Energy Inc. (EGY)
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 |