Grifols S.A. (GRFS)
NASDAQ: GRFS
· Real-Time Price · USD
9.95
-0.07 (-0.70%)
At close: Oct 03, 2025, 3:59 PM
9.70
-2.51%
After-hours: Oct 03, 2025, 04:08 PM EDT
GRFS Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for GRFS across all expirations is 1,457.38 shares per 1% move, with 2,674.98 from calls and 1,217.6 from puts. The put-call GEX ratio of 0.46 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
GRFS GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Oct 17, 25 | 358.39 | -175.3 | 183.09 | 0.49 |
| Nov 21, 25 | 921.75 | -345.06 | 576.69 | 0.37 |
| Dec 19, 25 | 1,204.35 | -688.4 | 515.95 | 0.57 |
| Feb 20, 26 | 189.51 | -8.84 | 180.67 | 0.05 |
| May 15, 26 | 0.98 | 0 | 0.98 | 0.00 |