American Electric Power ...

NASDAQ: AEP · Real-Time Price · USD
113.39
-0.16 (-0.14%)
At close: Aug 21, 2025, 9:53 AM

AEP Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for AEP across all expirations is 140,943.25 shares per 1% move, with 177,562.2 from calls and 36,618.95 from puts. The put-call GEX ratio of 0.21 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 59,597.98 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.

AEP GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Sep 19, 25 79,148.87 -19,550.89 59,597.98 0.25
Oct 17, 25 10,047.33 -1,511.93 8,535.4 0.15
Nov 21, 25 23,819.93 -4,384.08 19,435.85 0.18
Dec 19, 25 6,507.52 -1,153.65 5,353.87 0.18
Jan 16, 26 47,004.26 -5,579.7 41,424.56 0.12
Feb 20, 26 211.98 -499.9 -287.92 2.36
Mar 20, 26 3,119.21 -748.34 2,370.87 0.24
Jun 18, 26 3,840.44 -1,559.05 2,281.39 0.41
Sep 18, 26 874.7 -522.32 352.38 0.60
Jan 15, 27 2,987.96 -1,109.09 1,878.87 0.37