(ICVT)
CBOE: ICVT
· Real-Time Price · USD
93.78
1.42 (1.53%)
At close: Aug 22, 2025, 3:00 PM
ICVT Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for ICVT across all expirations is 35.57 shares per 1% move, with 162.88 from calls and 127.31 from puts. The put-call GEX ratio of 0.78 reflects balanced positioning between puts and calls. The highest gamma concentration is at the Nov 21, 25 expiration with 54.77 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.
ICVT GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 20.9 | -24.29 | -3.39 | 1.16 |
| Oct 17, 25 | 0 | -13.8 | -13.8 | n/a |
| Nov 21, 25 | 116.97 | -62.2 | 54.77 | 0.53 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Feb 20, 26 | 25.01 | -27.02 | -2.01 | 1.08 |