Valley National Bancorp (VLY) Gamma Exposure by Expiry | GEX Expiration Analysis - Stocknear

Valley National Bancorp

NASDAQ: VLY · Real-Time Price · USD
10.45
-0.04 (-0.38%)
At close: Aug 28, 2025, 3:59 PM
10.45
0.00%
After-hours: Aug 28, 2025, 04:20 PM EDT

VLY Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for VLY across all expirations is 147,133.8 shares per 1% move, with 160,102.05 from calls and 12,968.25 from puts. The put-call GEX ratio of 0.08 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness. The highest gamma concentration is at the Sep 19, 25 expiration with 53,957.54 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.

VLY GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Sep 19, 25 61,823.33 -7,865.79 53,957.54 0.13
Oct 17, 25 46,563.5 -91.41 46,472.09 0.00
Dec 19, 25 2,034.98 -730.55 1,304.43 0.36
Jan 16, 26 48,141.73 -2,063.56 46,078.17 0.04
Mar 20, 26 727.61 -1,041.1 -313.49 1.43
Jan 15, 27 810.9 -1,175.84 -364.94 1.45