Cherry Hill Mortgage Investment Corporation (CHMI) Gamma Exposure by Expiry | GEX Expiration Analysis - Stocknear

Cherry Hill Mortgage Inve...

NYSE: CHMI · Real-Time Price · USD
2.46
0.01 (0.41%)
At close: Oct 03, 2025, 3:59 PM
2.47
0.20%
Pre-market: Oct 06, 2025, 04:49 AM EDT

CHMI Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for CHMI across all expirations is 1,660.04 shares per 1% move, with 1,889.01 from calls and 228.97 from puts. The put-call GEX ratio of 0.12 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.

CHMI GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Oct 17, 25 52.35 -18.73 33.62 0.36
Nov 21, 25 7.39 -28.83 -21.44 3.90
Dec 19, 25 843.02 -138.22 704.8 0.16
Jan 16, 26 0 0 0 n/a
Mar 20, 26 986.25 -43.19 943.06 0.04