Mereo BioPharma Group (MREO)
NASDAQ: MREO
· Real-Time Price · USD
2.04
-0.01 (-0.49%)
At close: Oct 03, 2025, 3:59 PM
2.06
0.98%
After-hours: Oct 03, 2025, 05:54 PM EDT
MREO Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for MREO across all expirations is 17,462.26 shares per 1% move, with 18,705.11 from calls and 1,242.85 from puts. The put-call GEX ratio of 0.07 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 |
|---|---|---|---|---|
| Oct 17, 25 | 2,662.3 | -12.22 | 2,650.08 | 0.00 |
| Nov 21, 25 | 2,181.08 | -122.21 | 2,058.87 | 0.06 |
| Dec 19, 25 | 10,153.25 | -1,002.54 | 9,150.71 | 0.10 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Feb 20, 26 | 3,689.52 | -103.33 | 3,586.19 | 0.03 |
| May 15, 26 | 18.3 | -2.55 | 15.75 | 0.14 |
| Jan 15, 27 | 0.66 | 0 | 0.66 | 0.00 |
| Jan 21, 28 | 0 | 0 | 0 | n/a |