Valaris Limited (VAL)
NYSE: VAL
· Real-Time Price · USD
48.85
-0.37 (-0.75%)
At close: Aug 26, 2025, 3:59 PM
48.88
0.06%
After-hours: Aug 26, 2025, 07:23 PM EDT
VAL Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for VAL across all expirations is 13,225.73 shares per 1% move, with 33,023.56 from calls and 19,797.83 from puts. The put-call GEX ratio of 0.60 reflects balanced positioning between puts and calls. The highest gamma concentration is at the Sep 19, 25 expiration with 4,772.75 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.
VAL GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 8,338.86 | -3,566.11 | 4,772.75 | 0.43 |
| Oct 17, 25 | 475.07 | -146.3 | 328.77 | 0.31 |
| Nov 21, 25 | 5,240.97 | -3,976.29 | 1,264.68 | 0.76 |
| Dec 19, 25 | 7,240.46 | -3,963.83 | 3,276.63 | 0.55 |
| Jan 16, 26 | 2,716.52 | -3,845.41 | -1,128.89 | 1.42 |
| Feb 20, 26 | 124.58 | -114.78 | 9.8 | 0.92 |
| Jun 18, 26 | 1,463.71 | -2,573.02 | -1,109.31 | 1.76 |
| Dec 18, 26 | 4,214.87 | -1,147.61 | 3,067.26 | 0.27 |
| Jan 15, 27 | 2,768.13 | -394.63 | 2,373.5 | 0.14 |
| Dec 17, 27 | 440.39 | -69.85 | 370.54 | 0.16 |