Banco Santander S.A. (SAN) Gamma Exposure Analysis | GEX Options Flow & Volatility - Stocknear

Banco Santander S.A.

NYSE: SAN · Real-Time Price · USD
10.05
-0.03 (-0.30%)
At close: Sep 12, 2025, 3:59 PM
10.09
0.32%
After-hours: Sep 12, 2025, 07:16 PM EDT

SAN Daily Gamma Exposure

Current Gamma Exposure (GEX) is 57.85K, which is 31% above the 3M average of 44.28K. Over this period, GEX peaked at 59.61K on Sep 9, 2025 and bottomed at 23.51K on Jun 20, 2025, maintaining consistently positive gamma throughout.

GEX History

Date Call GEX Put GEX Net GEX P/C GEX
Sep 12, 2025 73,350.63 -15,497.03 57,853.6 0.21
Sep 11, 2025 64,451.21 -15,344.11 49,107.1 0.24
Sep 10, 2025 70,855.43 -16,128.1 54,727.33 0.23

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