Embraer S.A. (ERJ) Gamma Exposure Analysis | GEX Options Flow & Volatility - Stocknear

Embraer S.A.

NYSE: ERJ · Real-Time Price · USD
60.98
2.07 (3.51%)
At close: Sep 05, 2025, 3:59 PM
61.30
0.52%
After-hours: Sep 05, 2025, 07:57 PM EDT

ERJ Daily Gamma Exposure

Current Gamma Exposure (GEX) is 35.07K, which is 83% above the 3M average of 19.19K. Over this period, GEX peaked at 43.91K on Sep 4, 2025 and bottomed at 6.54K on Jun 16, 2025, maintaining consistently positive gamma throughout.

GEX History

Date Call GEX Put GEX Net GEX P/C GEX
Sep 5, 2025 48,195.1 -13,120.48 35,074.62 0.27
Sep 4, 2025 59,693.63 -15,784.42 43,909.21 0.26
Sep 3, 2025 53,729.3 -17,416.71 36,312.59 0.32

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