Olin Corporation (OLN)
NYSE: OLN
· Real-Time Price · USD
21.30
-0.29 (-1.34%)
At close: Aug 15, 2025, 3:59 PM
21.69
1.81%
After-hours: Aug 15, 2025, 07:58 PM EDT
OLN Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for OLN across all expirations is 19,830.64 shares per 1% move, with 25,676.25 from calls and 5,845.61 from puts. The put-call GEX ratio of 0.23 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness. The highest gamma concentration is at the Nov 21, 25 expiration with 17,833.03 net GEX, which may act as a magnet point for price action. Near-term exposure for Sep 19, 25 suggests potential support from positive gamma hedging flows.
OLN GEX Table
Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Sep 19, 25 | 3,873.82 | -2,588.89 | 1,284.93 | 0.67 |
Oct 17, 25 | 0 | 0 | 0 | n/a |
Nov 21, 25 | 20,352.25 | -2,519.22 | 17,833.03 | 0.12 |
Feb 20, 26 | 1,131.73 | -700.93 | 430.8 | 0.62 |
Oct 16, 26 | 318.45 | -36.57 | 281.88 | 0.11 |