Embraer S.A. (ERJ)
NYSE: ERJ
· Real-Time Price · USD
60.98
2.07 (3.51%)
At close: Sep 05, 2025, 3:59 PM
61.31
0.54%
Pre-market: Sep 08, 2025, 04:09 AM EDT
ERJ Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for ERJ across all expirations is 35,074.62 shares per 1% move, with 48,195.1 from calls and 13,120.48 from puts. The put-call GEX ratio of 0.27 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
ERJ GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 14,238.93 | -5,006.98 | 9,231.95 | 0.35 |
| Oct 17, 25 | 14,852.98 | -5,160.85 | 9,692.13 | 0.35 |
| Jan 16, 26 | 17,029.4 | -1,591.5 | 15,437.9 | 0.09 |
| Feb 20, 26 | 387.15 | -254.53 | 132.62 | 0.66 |
| Mar 20, 26 | 100.35 | -8.15 | 92.2 | 0.08 |
| Apr 17, 26 | 8.68 | -0.16 | 8.52 | 0.02 |
| May 15, 26 | 43.74 | -72.46 | -28.72 | 1.66 |
| Aug 21, 26 | 68.39 | -246.81 | -178.42 | 3.61 |
| Nov 20, 26 | 68.52 | -100.33 | -31.81 | 1.46 |
| Jan 15, 27 | 1,396.96 | -678.71 | 718.25 | 0.49 |