PIMCO 25+ Year Zero Coupo... (ZROZ)
AMEX: ZROZ
· Real-Time Price · USD
68.26
0.55 (0.81%)
At close: Sep 10, 2025, 12:36 PM
ZROZ Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for ZROZ across all expirations is 18,229.72 shares per 1% move, with 27,436.97 from calls and 9,207.25 from puts. The put-call GEX ratio of 0.34 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
ZROZ GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 16,122.56 | -5,936.46 | 10,186.1 | 0.37 |
| Oct 17, 25 | 1,880.7 | -520.29 | 1,360.41 | 0.28 |
| Dec 19, 25 | 6,198.99 | -1,645.73 | 4,553.26 | 0.27 |
| Mar 20, 26 | 3,234.72 | -1,104.77 | 2,129.95 | 0.34 |