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

Lloyds Banking Group

NYSE: LYG · Real-Time Price · USD
4.52
0.01 (0.22%)
At close: Sep 12, 2025, 3:59 PM
4.51
-0.22%
After-hours: Sep 12, 2025, 07:42 PM EDT

LYG Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for LYG across all expirations is 9,476.67 shares per 1% move, with 11,229.18 from calls and 1,752.51 from puts. The put-call GEX ratio of 0.16 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
Sep 19, 25 788.19 -191.7 596.49 0.24
Oct 17, 25 6,742.76 -928.4 5,814.36 0.14
Jan 16, 26 3,452 -587.49 2,864.51 0.17
Apr 17, 26 246.23 -44.92 201.31 0.18