CNH Industrial N.V. (CNH)
NYSE: CNH
· Real-Time Price · USD
12.21
0.02 (0.16%)
At close: Aug 18, 2025, 3:59 PM
12.26
0.37%
Pre-market: Aug 19, 2025, 06:03 AM EDT
CNH Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for CNH across all expirations is 63,889.55 shares per 1% move, with 80,340.28 from calls and 16,450.73 from puts. The put-call GEX ratio of 0.20 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 Dec 19, 25 expiration with 61,906.83 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.
CNH GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 10,165.68 | -14,445.44 | -4,279.76 | 1.42 |
| Oct 17, 25 | 3.27 | -4.51 | -1.24 | 1.38 |
| Dec 19, 25 | 63,030.87 | -1,124.04 | 61,906.83 | 0.02 |
| Mar 20, 26 | 4,379.99 | -108.01 | 4,271.98 | 0.02 |
| Jan 15, 27 | 2,760.47 | -768.73 | 1,991.74 | 0.28 |