(BALI)
CBOE: BALI
· Real-Time Price · USD
30.90
0.18 (0.59%)
At close: Sep 03, 2025, 2:59 PM
BALI Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for BALI across all expirations is 29.37 shares per 1% move, with 119.81 from calls and 90.44 from puts. The put-call GEX ratio of 0.75 reflects balanced positioning between puts and calls. The highest gamma concentration is at the Sep 19, 25 expiration with 31.14 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.
BALI GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 66.36 | -35.22 | 31.14 | 0.53 |
| Oct 17, 25 | 3.68 | -7.74 | -4.06 | 2.10 |
| Jan 16, 26 | 28.6 | -11.66 | 16.94 | 0.41 |
| Apr 17, 26 | 21.17 | -35.82 | -14.65 | 1.69 |