Companhia de Saneamento Básico do Estado de São Paulo - SABESP (SBS) Gamma Exposure by Expiry | GEX Expiration Analysis - Stocknear

Companhia de Saneamento B...

NYSE: SBS · Real-Time Price · USD
23.99
0.04 (0.17%)
At close: Oct 03, 2025, 3:59 PM
24.46
1.96%
After-hours: Oct 03, 2025, 07:42 PM EDT

SBS Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for SBS across all expirations is 1,241.44 shares per 1% move, with 1,589.81 from calls and 348.37 from puts. The put-call GEX ratio of 0.22 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.

SBS GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Oct 17, 25 458.6 -45.14 413.46 0.10
Nov 21, 25 48.72 -9.08 39.64 0.19
Jan 16, 26 1,043.95 -294.15 749.8 0.28
Apr 17, 26 38.54 0 38.54 0.00