Companhia de Saneamento Básico do Estado de São Paulo - SABESP (SBS) Gamma Exposure by Expiry | GEX Expiration Analysis - Stocknear

Companhia de Saneamento B...

NYSE: SBS · Real-Time Price · USD
24.03
-0.03 (-0.12%)
At close: Sep 26, 2025, 3:59 PM
24.03
0.00%
After-hours: Sep 26, 2025, 06:24 PM EDT

SBS Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for SBS across all expirations is 998.77 shares per 1% move, with 1,338.86 from calls and 340.09 from puts. The put-call GEX ratio of 0.25 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.

SBS GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Oct 17, 25 287.85 -40.07 247.78 0.14
Nov 21, 25 45.69 -5.88 39.81 0.13
Jan 16, 26 968.75 -294.14 674.61 0.30
Apr 17, 26 36.57 0 36.57 0.00