Core Natural Resources In...

NYSE: CNR · Real-Time Price · USD
71.04
-3.73 (-4.99%)
At close: Aug 15, 2025, 3:59 PM
71.00
-0.06%
After-hours: Aug 15, 2025, 04:54 PM EDT

CNR Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for CNR across all expirations is 11,158.45 shares per 1% move, with 20,213.01 from calls and 9,054.56 from puts. The put-call GEX ratio of 0.45 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 Dec 19, 25 expiration with 10,565.27 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.

CNR GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Sep 19, 25 4,067.6 -3,701.57 366.03 0.91
Oct 17, 25 0 0 0 n/a
Dec 19, 25 15,814.1 -5,248.83 10,565.27 0.33
Mar 20, 26 331.31 -104.16 227.15 0.31