Ambac Financial Group Inc... (AMBC)
NYSE: AMBC
· Real-Time Price · USD
8.93
0.13 (1.48%)
At close: Oct 03, 2025, 3:59 PM
9.08
1.68%
After-hours: Oct 03, 2025, 07:19 PM EDT
AMBC Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for AMBC across all expirations is 144,211.32 shares per 1% move, with 152,998.51 from calls and 8,787.19 from puts. The put-call GEX ratio of 0.06 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
AMBC GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Oct 17, 25 | 44,031.03 | -3,854.13 | 40,176.9 | 0.09 |
| Nov 21, 25 | 12,635.82 | -3,027.2 | 9,608.62 | 0.24 |
| Dec 19, 25 | 0 | 0 | 0 | n/a |
| Jan 16, 26 | 94,318.16 | -1,575.11 | 92,743.05 | 0.02 |
| Feb 20, 26 | 1,213.29 | -30.13 | 1,183.16 | 0.02 |
| May 15, 26 | 8.82 | -6.59 | 2.23 | 0.75 |
| Dec 18, 26 | 0 | 0 | 0 | n/a |
| Jan 15, 27 | 790.47 | -292.7 | 497.77 | 0.37 |
| Jan 21, 28 | 0.92 | -1.33 | -0.41 | 1.45 |