MRNA Gamma Exposure (GEX)
MRNA $195.99 · Updated Oct 26, 4:00 PM ET
MRNA total dealer gamma exposure is $8M across all listed expirations. Positive GEX means dealers are net long gamma; their hedging tends to dampen price moves. The gamma flip is $189.52, with spot 3.4% above it. The call wall is $210.00 and the put wall $180.00.
TOTAL GEX
$8M
All expirations, per 1% move
GAMMA FLIP
$189.52
-3.3%
CALL WALL
$210.00
+7.1%
PUT WALL
$180.00
-8.2%
NET GEX BY STRIKE
How this is calculated: Gamma Exposure (GEX) methodology · Gamma exposure explained
