Gamma Exposure by Expiry - Stocknear

iShares Core US Aggregate...

AMEX: AGG · Real-Time Price · USD
99.62
0.40 (0.40%)
At close: Sep 04, 2025, 3:59 PM
99.59
-0.03%
After-hours: Sep 04, 2025, 04:24 PM EDT

AGG Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for AGG across all expirations is 21,758.06 shares per 1% move, with 23,514.28 from calls and 1,756.22 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 Sep 19, 25 expiration with 16,823.35 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.

AGG GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Sep 19, 25 17,699.67 -876.32 16,823.35 0.05
Oct 17, 25 1,187.28 -339.01 848.27 0.29
Dec 19, 25 3,519.75 -531.52 2,988.23 0.15
Jan 16, 26 0 0 0 n/a
Mar 20, 26 1,107.58 -9.37 1,098.21 0.01