Grifols S.A. (GRFS)
NASDAQ: GRFS
· Real-Time Price · USD
9.82
0.06 (0.61%)
At close: Sep 26, 2025, 3:59 PM
9.82
0.00%
After-hours: Sep 26, 2025, 04:04 PM EDT
GRFS Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for GRFS across all expirations is 1,195.91 shares per 1% move, with 2,246.4 from calls and 1,050.49 from puts. The put-call GEX ratio of 0.47 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
GRFS GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Oct 17, 25 | 160.26 | -138.17 | 22.09 | 0.86 |
| Nov 21, 25 | 543.79 | -325.35 | 218.44 | 0.60 |
| Dec 19, 25 | 1,347.39 | -576.6 | 770.79 | 0.43 |
| Feb 20, 26 | 194.96 | -10.37 | 184.59 | 0.05 |
| May 15, 26 | 0 | 0 | 0 | n/a |