Diageo (DEO)
NYSE: DEO
· Real-Time Price · USD
115.81
1.41 (1.23%)
At close: Aug 22, 2025, 12:35 PM
DEO Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for DEO across all expirations is 12,248.7 shares per 1% move, with 26,954.4 from calls and 14,705.7 from puts. The put-call GEX ratio of 0.55 reflects balanced positioning between puts and calls. The highest gamma concentration is at the Oct 17, 25 expiration with 6,629.97 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.
DEO GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 7,174.66 | -2,475.86 | 4,698.8 | 0.35 |
| Oct 17, 25 | 13,671.73 | -7,041.76 | 6,629.97 | 0.52 |
| Jan 16, 26 | 5,962.07 | -4,766.48 | 1,195.59 | 0.80 |
| Apr 17, 26 | 103.37 | -234.37 | -131 | 2.27 |
| Jun 18, 26 | 42.57 | -187.23 | -144.66 | 4.40 |