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

SpotFlip172.5180187.5195202.5210217.5
Positive (long gamma)Negative (short gamma)

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How this is calculated: Gamma Exposure (GEX) methodology · Gamma exposure explained

GAMMA EXPOSURE (GEX) FOR OTHER TICKERS