(ITB)
CBOE: ITB
· Real-Time Price · USD
107.34
-0.77 (-0.71%)
At close: Aug 21, 2025, 3:00 PM
ITB Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for ITB across all expirations is 33,501.37 shares per 1% move, with 102,852.68 from calls and 69,351.31 from puts. The put-call GEX ratio of 0.67 reflects balanced positioning between puts and calls. The highest gamma concentration is at the Sep 26, 25 expiration with 18,838.05 net GEX, which may act as a magnet point for price action. Near-term exposure for Aug 29, 25 suggests possible volatility from negative gamma effects.
ITB GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 29, 25 | 5,811.62 | -11,883.4 | -6,071.78 | 2.04 |
| Sep 5, 25 | 1,777.52 | -939.27 | 838.25 | 0.53 |
| Sep 12, 25 | 722.24 | -1,547.56 | -825.32 | 2.14 |
| Sep 19, 25 | 28,847.13 | -16,567.62 | 12,279.51 | 0.57 |
| Sep 26, 25 | 20,808.91 | -1,970.86 | 18,838.05 | 0.09 |
| Oct 17, 25 | 18,378.84 | -10,860.34 | 7,518.5 | 0.59 |
| Jan 16, 26 | 21,987.51 | -23,754.34 | -1,766.83 | 1.08 |
| Apr 17, 26 | 125.48 | -155 | -29.52 | 1.24 |
| Jun 18, 26 | 3,562.39 | -584.93 | 2,977.46 | 0.16 |
| Jan 15, 27 | 831.04 | -1,087.99 | -256.95 | 1.31 |