Lloyds Banking Group (LYG) Gamma Exposure by Expiry | GEX Expiration Analysis - Stocknear

Lloyds Banking Group

NYSE: LYG · Real-Time Price · USD
4.59
0.06 (1.32%)
At close: Oct 03, 2025, 3:59 PM
4.57
-0.43%
After-hours: Oct 03, 2025, 06:27 PM EDT

LYG Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for LYG across all expirations is 5,759.23 shares per 1% move, with 8,036.18 from calls and 2,276.95 from puts. The put-call GEX ratio of 0.28 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.

LYG GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Oct 17, 25 2,223.96 -876.82 1,347.14 0.39
Nov 21, 25 321.99 -13.77 308.22 0.04
Jan 16, 26 3,816.37 -927.63 2,888.74 0.24
Apr 17, 26 1,673.86 -458.73 1,215.13 0.27