First Merchants Corporati... (FRME)
NASDAQ: FRME
· Real-Time Price · USD
37.98
0.49 (1.31%)
At close: Oct 03, 2025, 3:59 PM
37.98
0.00%
After-hours: Oct 03, 2025, 04:20 PM EDT
FRME Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for FRME across all expirations is 63.55 shares per 1% move, with 72.1 from calls and 8.55 from puts. The put-call GEX ratio of 0.12 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
FRME GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Oct 17, 25 | 0 | -1.07 | -1.07 | n/a |
| Nov 21, 25 | 0 | -2.13 | -2.13 | n/a |
| Dec 19, 25 | 24.18 | 0 | 24.18 | 0.00 |
| Mar 20, 26 | 47.92 | -5.35 | 42.57 | 0.11 |