Ares Commercial Real Estate Corporation (ACRE) Gamma Exposure by Expiry | GEX Expiration Analysis - Stocknear

Ares Commercial Real Esta...

NYSE: ACRE · Real-Time Price · USD
4.77
0.02 (0.42%)
At close: Sep 26, 2025, 3:59 PM
4.77
0.00%
After-hours: Sep 26, 2025, 06:27 PM EDT

ACRE Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for ACRE across all expirations is 8,004.31 shares per 1% move, with 10,121.97 from calls and 2,117.66 from puts. The put-call GEX ratio of 0.21 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.

ACRE GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Oct 17, 25 187.34 -147.15 40.19 0.79
Nov 21, 25 8,153.89 -1,037.08 7,116.81 0.13
Jan 16, 26 0 0 0 n/a
Feb 20, 26 1,694.07 -933.43 760.64 0.55
May 15, 26 86.67 0 86.67 0.00
Aug 21, 26 0 0 0 n/a