Wayfair Inc.

NYSE: W · Real-Time Price · USD
76.91
-3.05 (-3.81%)
At close: Aug 21, 2025, 1:48 PM

W Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for W across all expirations is 10,315.77 shares per 1% move, with 99,284.69 from calls and 88,968.92 from puts. The put-call GEX ratio of 0.90 reflects balanced positioning between puts and calls. The highest gamma concentration is at the Aug 22, 25 expiration with -21,616.52 net GEX, which may act as a pivot point for price action. Near-term exposure for Aug 22, 25 suggests possible volatility from negative gamma effects.

W GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Aug 22, 25 15,123.88 -36,740.4 -21,616.52 2.43
Aug 29, 25 6,497.68 -8,499.18 -2,001.5 1.31
Sep 5, 25 4,039.34 -1,036.45 3,002.89 0.26
Sep 12, 25 5,337.47 -1,159.18 4,178.29 0.22
Sep 19, 25 18,376.03 -16,323.04 2,052.99 0.89
Sep 26, 25 460.07 -260.43 199.64 0.57
Oct 17, 25 3,376.22 -715.46 2,660.76 0.21
Nov 21, 25 7,051.62 -3,777.77 3,273.85 0.54
Dec 19, 25 12,653.85 -6,227.99 6,425.86 0.49
Jan 16, 26 17,254.92 -9,578.18 7,676.74 0.56
Feb 20, 26 248.24 -241.22 7.02 0.97
Mar 20, 26 4,610.13 -1,376.85 3,233.28 0.30
Jun 18, 26 1,110.82 -580.9 529.92 0.52
Dec 18, 26 634.66 -473.01 161.65 0.75
Jan 15, 27 2,162.04 -1,711.69 450.35 0.79
Dec 17, 27 347.72 -267.17 80.55 0.77