Mereo BioPharma Group (MREO)
NASDAQ: MREO
· Real-Time Price · USD
1.79
0.02 (1.13%)
At close: Sep 08, 2025, 3:59 PM
1.79
0.00%
After-hours: Sep 08, 2025, 07:25 PM EDT
MREO Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for MREO across all expirations is 21,876.06 shares per 1% move, with 22,200.78 from calls and 324.72 from puts. The put-call GEX ratio of 0.01 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
MREO GEX Table
Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Sep 19, 25 | 7,634.69 | -29.93 | 7,604.76 | 0.00 |
Oct 17, 25 | 427.55 | 0 | 427.55 | 0.00 |
Nov 21, 25 | 1,973.89 | -132.29 | 1,841.6 | 0.07 |
Dec 19, 25 | 7,867.71 | -128.66 | 7,739.05 | 0.02 |
Jan 16, 26 | 0 | 0 | 0 | n/a |
Feb 20, 26 | 4,296.94 | -33.84 | 4,263.1 | 0.01 |