Sasol Limited (SSL)
NYSE: SSL
· Real-Time Price · USD
7.12
0.24 (3.41%)
At close: Sep 10, 2025, 3:59 PM
6.95
-2.39%
After-hours: Sep 10, 2025, 05:29 PM EDT
SSL Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for SSL across all expirations is 3,966.24 shares per 1% move, with 4,756.03 from calls and 789.79 from puts. The put-call GEX ratio of 0.17 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
SSL GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 2,628.24 | -418.37 | 2,209.87 | 0.16 |
| Oct 17, 25 | 60.95 | -11.61 | 49.34 | 0.19 |
| Dec 19, 25 | 1,339.2 | -289.83 | 1,049.37 | 0.22 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 727.64 | -69.98 | 657.66 | 0.10 |
| Jun 18, 26 | 0 | 0 | 0 | n/a |