Olin Corporation (OLN)
NYSE: OLN
· Real-Time Price · USD
23.96
1.12 (4.90%)
At close: Sep 26, 2025, 3:59 PM
24.25
1.19%
After-hours: Sep 26, 2025, 07:33 PM EDT
OLN Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for OLN across all expirations is 22,835.66 shares per 1% move, with 28,422.2 from calls and 5,586.54 from puts. The put-call GEX ratio of 0.20 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
OLN GEX Table
Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Oct 17, 25 | 3,876.48 | -1,446.68 | 2,429.8 | 0.37 |
Nov 21, 25 | 20,634.05 | -2,471.59 | 18,162.46 | 0.12 |
Feb 20, 26 | 2,339.15 | -1,578.32 | 760.83 | 0.67 |
May 15, 26 | 112.29 | -2.91 | 109.38 | 0.03 |
Oct 16, 26 | 881.23 | -74.74 | 806.49 | 0.08 |
Jan 15, 27 | 576.04 | -7.61 | 568.43 | 0.01 |
Jan 21, 28 | 2.96 | -4.69 | -1.73 | 1.58 |