Embraer S.A. (ERJ)
NYSE: ERJ
· Real-Time Price · USD
57.54
-2.24 (-3.75%)
At close: Aug 15, 2025, 3:59 PM
57.53
-0.02%
After-hours: Aug 15, 2025, 04:36 PM EDT
ERJ Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for ERJ across all expirations is 34,036.87 shares per 1% move, with 42,895.57 from calls and 8,858.7 from puts. The put-call GEX ratio of 0.21 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 Jan 16, 26 expiration with 14,712.12 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.
ERJ GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 14,760.24 | -2,158.83 | 12,601.41 | 0.15 |
| Oct 17, 25 | 10,328.51 | -4,609.33 | 5,719.18 | 0.45 |
| Jan 16, 26 | 15,953.63 | -1,241.51 | 14,712.12 | 0.08 |
| Feb 20, 26 | 293.22 | -19.87 | 273.35 | 0.07 |
| Mar 20, 26 | 38.44 | -8.05 | 30.39 | 0.21 |
| Apr 17, 26 | 0 | 0 | 0 | n/a |
| May 15, 26 | 43.27 | -71.58 | -28.31 | 1.65 |
| Aug 21, 26 | 57.66 | -20.83 | 36.83 | 0.36 |
| Nov 20, 26 | 62.62 | -61.26 | 1.36 | 0.98 |
| Jan 15, 27 | 1,357.98 | -667.44 | 690.54 | 0.49 |