CBOE: ESGV · Real-Time Price · USD
114.34
-0.25 (-0.22%)
At close: Aug 15, 2025, 3:00 PM

ESGV Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for ESGV across all expirations is 86.4 shares per 1% move, with 90.81 from calls and 4.41 from puts. The put-call GEX ratio of 0.05 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 Feb 20, 26 expiration with 76.79 net GEX, which may act as a magnet point for price action. Near-term exposure for Sep 19, 25 suggests possible volatility from negative gamma effects.

ESGV GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Sep 19, 25 0 0 0 n/a
Oct 17, 25 0 0 0 n/a
Nov 21, 25 9.61 0 9.61 0.00
Feb 20, 26 81.2 -4.41 76.79 0.05