AMEX: SVOL · Real-Time Price · USD
17.30
-0.15 (-0.86%)
At close: Aug 15, 2025, 3:59 PM
17.32
0.12%
After-hours: Aug 15, 2025, 07:45 PM EDT

SVOL Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for SVOL across all expirations is 7,293.72 shares per 1% move, with 17,455.27 from calls and 10,161.55 from puts. The put-call GEX ratio of 0.58 reflects balanced positioning between puts and calls. The highest gamma concentration is at the Sep 19, 25 expiration with 8,295.15 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.

SVOL GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Sep 19, 25 13,464.95 -5,169.8 8,295.15 0.38
Oct 17, 25 0 0 0 n/a
Dec 19, 25 3,941.41 -4,649.48 -708.07 1.18
Mar 20, 26 48.91 -342.27 -293.36 7.00