National Grid (NGG) Gamma Exposure by Expiry | GEX Expiration Analysis - Stocknear

National Grid

NYSE: NGG · Real-Time Price · USD
71.61
0.54 (0.76%)
At close: Sep 12, 2025, 3:59 PM
71.60
-0.01%
After-hours: Sep 12, 2025, 05:42 PM EDT

NGG Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for NGG across all expirations is 14,983.67 shares per 1% move, with 22,579.46 from calls and 7,595.79 from puts. The put-call GEX ratio of 0.34 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.

NGG GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Sep 19, 25 12,293.07 -4,566.31 7,726.76 0.37
Oct 17, 25 3,488.6 -270.12 3,218.48 0.08
Dec 19, 25 3,417.23 -1,818.75 1,598.48 0.53
Jan 16, 26 0 0 0 n/a
Feb 20, 26 2,721.85 -530.8 2,191.05 0.20
Mar 20, 26 658.71 -409.81 248.9 0.62
Dec 18, 26 0 0 0 n/a