Hanover Insurance Group I... (THG)
NYSE: THG
· Real-Time Price · USD
181.22
-0.88 (-0.48%)
At close: Sep 12, 2025, 11:14 AM
THG Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for THG across all expirations is 160.66 shares per 1% move, with 210.58 from calls and 49.92 from puts. The put-call GEX ratio of 0.24 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
THG GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 13.13 | 0 | 13.13 | 0.00 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Nov 21, 25 | 153.67 | -49.92 | 103.75 | 0.32 |
| Dec 19, 25 | 0 | 0 | 0 | n/a |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Feb 20, 26 | 43.78 | 0 | 43.78 | 0.00 |