ARMOUR Residential REIT I... (ARR)
NYSE: ARR
· Real-Time Price · USD
15.03
-0.26 (-1.70%)
At close: Aug 15, 2025, 2:01 PM
ARR Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for ARR across all expirations is 13,659.26 shares per 1% move, with 31,857.55 from calls and 18,198.29 from puts. The put-call GEX ratio of 0.57 reflects balanced positioning between puts and calls. The highest gamma concentration is at the Oct 17, 25 expiration with 10,210.25 net GEX, which may act as a magnet point for price action. Near-term exposure for Sep 19, 25 suggests potential support from positive gamma hedging flows.
ARR GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 5,444.67 | -2,237.27 | 3,207.4 | 0.41 |
| Oct 17, 25 | 19,495.04 | -9,284.79 | 10,210.25 | 0.48 |
| Dec 19, 25 | 0 | 0 | 0 | n/a |
| Jan 16, 26 | 6,917.84 | -6,676.23 | 241.61 | 0.97 |
| Apr 17, 26 | 0 | 0 | 0 | n/a |
| Jun 18, 26 | 0 | 0 | 0 | n/a |