Imperial Oil Limited (IMO) Gamma Exposure by Expiry | GEX Expiration Analysis - Stocknear

Imperial Oil Limited

AMEX: IMO · Real-Time Price · USD
91.84
0.37 (0.40%)
At close: Sep 11, 2025, 3:59 PM
91.85
0.01%
Pre-market: Sep 12, 2025, 07:34 AM EDT

IMO Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for IMO across all expirations is 1,685.09 shares per 1% move, with 11,176.34 from calls and 9,491.25 from puts. The put-call GEX ratio of 0.85 reflects balanced positioning between puts and calls.

IMO GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Sep 19, 25 3,979.79 -4,883.19 -903.4 1.23
Oct 17, 25 1,511.38 -3,334.43 -1,823.05 2.21
Nov 21, 25 4,064.25 -914.59 3,149.66 0.23
Jan 16, 26 0 0 0 n/a
Feb 20, 26 1,620.92 -359.04 1,261.88 0.22