MSCI Inc. (MSCI)
NYSE: MSCI
· Real-Time Price · USD
569.15
-5.43 (-0.95%)
At close: Sep 09, 2025, 3:59 PM
567.05
-0.37%
Pre-market: Sep 10, 2025, 05:09 AM EDT
MSCI Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for MSCI across all expirations is 19,459.25 shares per 1% move, with 27,843.8 from calls and 8,384.55 from puts. The put-call GEX ratio of 0.30 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
MSCI GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 24,395.98 | -3,838.27 | 20,557.71 | 0.16 |
| Oct 17, 25 | 1,404.85 | -838.15 | 566.7 | 0.60 |
| Nov 21, 25 | 133.06 | -397.06 | -264 | 2.98 |
| Dec 19, 25 | 1,791.23 | -2,916.82 | -1,125.59 | 1.63 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 109.07 | -281.45 | -172.38 | 2.58 |
| May 15, 26 | 9.61 | -112.8 | -103.19 | 11.74 |
| Dec 18, 26 | 0 | 0 | 0 | n/a |