Canadian Imperial Bank of... (CM)
NYSE: CM
· Real-Time Price · USD
73.33
-0.47 (-0.64%)
At close: Aug 19, 2025, 2:04 PM
CM Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for CM across all expirations is 13,308.79 shares per 1% move, with 39,289.8 from calls and 25,981.01 from puts. The put-call GEX ratio of 0.66 reflects balanced positioning between puts and calls. The highest gamma concentration is at the Jan 16, 26 expiration with 13,049.37 net GEX, which may act as a magnet point for price action. Near-term exposure for Sep 19, 25 suggests possible volatility from negative gamma effects.
CM GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 11,341.18 | -13,729.54 | -2,388.36 | 1.21 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Dec 19, 25 | 3,485.54 | -2,297.85 | 1,187.69 | 0.66 |
| Jan 16, 26 | 22,610.14 | -9,560.77 | 13,049.37 | 0.42 |
| Mar 20, 26 | 192.26 | -172.45 | 19.81 | 0.90 |
| Dec 18, 26 | 0 | 0 | 0 | n/a |
| Jan 15, 27 | 1,660.68 | -220.4 | 1,440.28 | 0.13 |