Philip Morris International Inc. (PM) Gamma Exposure by Expiry | GEX Expiration Analysis - Stocknear

Philip Morris Internation...

NYSE: PM · Real-Time Price · USD
153.25
-4.66 (-2.95%)
At close: Oct 03, 2025, 3:59 PM
153.27
0.01%
After-hours: Oct 03, 2025, 07:58 PM EDT

PM Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for PM across all expirations is 116,686.65 shares per 1% move, with 222,320.44 from calls and 105,633.79 from puts. The put-call GEX ratio of 0.48 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.

PM GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Oct 10, 25 14,132.53 -3,274.58 10,857.95 0.23
Oct 17, 25 52,746.58 -24,702.3 28,044.28 0.47
Oct 24, 25 7,660.59 -1,898.68 5,761.91 0.25
Oct 31, 25 3,102.15 -1,417.02 1,685.13 0.46
Nov 7, 25 546.49 -179.58 366.91 0.33
Nov 14, 25 128.29 -4.7 123.59 0.04
Nov 21, 25 45,949.69 -15,474.27 30,475.42 0.34
Dec 19, 25 21,102.62 -14,925.91 6,176.71 0.71
Jan 16, 26 37,520.6 -22,354.03 15,166.57 0.60
Mar 20, 26 17,725.57 -10,416.67 7,308.9 0.59
Jun 18, 26 7,724.66 -6,790.32 934.34 0.88
Sep 18, 26 1,860.41 -1,750.54 109.87 0.94
Nov 20, 26 571.07 -240.35 330.72 0.42
Dec 18, 26 592.6 -108.44 484.16 0.18
Jan 15, 27 10,495.62 -2,058.54 8,437.08 0.20
Jan 21, 28 460.97 -37.86 423.11 0.08