Hanover Insurance Group I... (THG)
NYSE: THG
· Real-Time Price · USD
169.49
-2.10 (-1.22%)
At close: Aug 15, 2025, 3:59 PM
169.60
0.06%
After-hours: Aug 15, 2025, 06:15 PM EDT
THG Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for THG across all expirations is 71.09 shares per 1% move, with 135.75 from calls and 64.66 from puts. The put-call GEX ratio of 0.48 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness. The highest gamma concentration is at the Feb 20, 26 expiration with 34.87 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.
THG GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 6.67 | 0 | 6.67 | 0.00 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Nov 21, 25 | 94.21 | -64.66 | 29.55 | 0.69 |
| Dec 19, 25 | 0 | 0 | 0 | n/a |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Feb 20, 26 | 34.87 | 0 | 34.87 | 0.00 |