CureVac N.V.

NASDAQ: CVAC · Real-Time Price · USD
5.49
-0.02 (-0.36%)
At close: Aug 15, 2025, 3:59 PM
5.55
1.18%
After-hours: Aug 15, 2025, 07:35 PM EDT

CVAC Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for CVAC across all expirations is 3,118.62 shares per 1% move, with 3,615.92 from calls and 497.3 from puts. The put-call GEX ratio of 0.14 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 Oct 17, 25 expiration with 1,845.48 net GEX, which may act as a magnet point for price action. Near-term exposure for Sep 19, 25 suggests possible volatility from negative gamma effects.

CVAC GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Sep 19, 25 2.28 -20.08 -17.8 8.81
Oct 17, 25 2,290.87 -445.39 1,845.48 0.19
Jan 16, 26 1,322.77 -31.83 1,290.94 0.02
Apr 17, 26 0 0 0 n/a