Mereo BioPharma Group (MREO) Gamma Exposure by Expiry | GEX Expiration Analysis - Stocknear

Mereo BioPharma Group

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