WNS () Limited (WNS)
NYSE: WNS
· Real-Time Price · USD
74.98
0.03 (0.04%)
At close: Aug 15, 2025, 3:59 PM
75.02
0.05%
After-hours: Aug 15, 2025, 05:16 PM EDT
WNS Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for WNS across all expirations is 14,373.98 shares per 1% move, with 15,516.47 from calls and 1,142.49 from puts. The put-call GEX ratio of 0.07 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 11,868.96 net GEX, which may act as a magnet point for price action. Near-term exposure for Sep 19, 25 suggests possible volatility from negative gamma effects.
WNS GEX Table
Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Sep 19, 25 | 0 | -45.06 | -45.06 | n/a |
Oct 17, 25 | 12,148.59 | -279.63 | 11,868.96 | 0.02 |
Dec 19, 25 | 212 | -277.42 | -65.42 | 1.31 |
Jan 16, 26 | 1,682.87 | -161.51 | 1,521.36 | 0.10 |
Apr 17, 26 | 0 | 0 | 0 | n/a |
Dec 18, 26 | 1,473.01 | -378.87 | 1,094.14 | 0.26 |