Direxion Daily CSI 300 Ch... (CHAU)
AMEX: CHAU
· Real-Time Price · USD
19.16
0.00 (0.00%)
At close: Aug 26, 2025, 3:59 PM
18.45
-3.68%
Pre-market: Aug 27, 2025, 05:05 AM EDT
CHAU Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for CHAU across all expirations is 24,855.17 shares per 1% move, with 29,055.1 from calls and 4,199.93 from puts. The put-call GEX ratio of 0.14 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 Nov 21, 25 expiration with 14,749.48 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.
CHAU GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 8,923.68 | -2,831.73 | 6,091.95 | 0.32 |
| Oct 17, 25 | 1,562.88 | -49.57 | 1,513.31 | 0.03 |
| Nov 21, 25 | 15,753.16 | -1,003.68 | 14,749.48 | 0.06 |
| Feb 20, 26 | 2,815.38 | -314.95 | 2,500.43 | 0.11 |