Gamma Exposure by Expiry - Stocknear

iShares Core MSCI Europe ...

AMEX: IEUR · Real-Time Price · USD
69.45
0.37 (0.54%)
At close: Oct 03, 2025, 3:59 PM
69.48
0.04%
After-hours: Oct 03, 2025, 05:29 PM EDT

IEUR Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for IEUR across all expirations is 131.23 shares per 1% move, with 161.87 from calls and 30.64 from puts. The put-call GEX ratio of 0.19 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.

IEUR GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Oct 17, 25 18.29 0 18.29 0.00
Nov 21, 25 0 0 0 n/a
Dec 19, 25 139.62 -16.82 122.8 0.12
Mar 20, 26 3.96 -13.82 -9.86 3.49