TransAlta Corporation (TAC)
NYSE: TAC
· Real-Time Price · USD
13.62
0.13 (1.00%)
At close: Sep 26, 2025, 3:59 PM
13.62
-0.03%
After-hours: Sep 26, 2025, 06:25 PM EDT
TAC Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for TAC across all expirations is 33,066.32 shares per 1% move, with 34,668.31 from calls and 1,601.99 from puts. The put-call GEX ratio of 0.05 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
TAC GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Oct 17, 25 | 671.43 | -744.34 | -72.91 | 1.11 |
| Nov 21, 25 | 28,464.45 | -590.42 | 27,874.03 | 0.02 |
| Dec 19, 25 | 5,335.66 | -19.51 | 5,316.15 | 0.00 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 196.77 | -247.72 | -50.95 | 1.26 |