Gamma Exposure by Expiry - Stocknear

iShares MSCI EAFE Small-C...

NASDAQ: SCZ · Real-Time Price · USD
77.75
0.04 (0.05%)
At close: Oct 06, 2025, 3:59 PM
77.75
0.00%
After-hours: Oct 06, 2025, 04:10 PM EDT

SCZ Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for SCZ across all expirations is 204.57 shares per 1% move, with 261.34 from calls and 56.77 from puts. The put-call GEX ratio of 0.22 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.

SCZ GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Oct 17, 25 54.05 -10.68 43.37 0.20
Nov 21, 25 0 -41.5 -41.5 n/a
Dec 19, 25 116.27 -1.16 115.11 0.01
Mar 20, 26 91.02 -3.43 87.59 0.04