Tower Semiconductor Ltd. (TSEM)
NASDAQ: TSEM
· Real-Time Price · USD
46.85
-0.39 (-0.83%)
At close: Aug 15, 2025, 3:59 PM
48.46
3.44%
After-hours: Aug 15, 2025, 06:14 PM EDT
TSEM Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for TSEM across all expirations is 19,807.89 shares per 1% move, with 21,917.58 from calls and 2,109.69 from puts. The put-call GEX ratio of 0.10 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 Oct 17, 25 expiration with 12,412.2 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.
TSEM GEX Table
Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Sep 19, 25 | 1,919.87 | -423.34 | 1,496.53 | 0.22 |
Oct 17, 25 | 12,881.91 | -469.71 | 12,412.2 | 0.04 |
Jan 16, 26 | 6,505.09 | -1,188.98 | 5,316.11 | 0.18 |
Apr 17, 26 | 0 | 0 | 0 | n/a |
Jan 15, 27 | 576.43 | -26.5 | 549.93 | 0.05 |
Dec 17, 27 | 34.28 | -1.16 | 33.12 | 0.03 |