Cherry Hill Mortgage Inve... (CHMI)
NYSE: CHMI
· Real-Time Price · USD
2.98
0.04 (1.36%)
At close: Aug 15, 2025, 3:59 PM
2.95
-1.17%
After-hours: Aug 15, 2025, 07:23 PM EDT
CHMI Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for CHMI across all expirations is 166.24 shares per 1% move, with 271.87 from calls and 105.63 from puts. The put-call GEX ratio of 0.39 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness. The highest gamma concentration is at the Mar 20, 26 expiration with 112.83 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.
CHMI GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 44.07 | -1.17 | 42.9 | 0.03 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Dec 19, 25 | 113.42 | -102.91 | 10.51 | 0.91 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 114.38 | -1.55 | 112.83 | 0.01 |