Mersana Therapeutics Inc. (MRSN)
NASDAQ: MRSN
· Real-Time Price · USD
7.14
-0.28 (-3.77%)
At close: Aug 15, 2025, 3:59 PM
7.44
4.20%
After-hours: Aug 15, 2025, 06:16 PM EDT
MRSN Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for MRSN across all expirations is 117.46 shares per 1% move, with 118.44 from calls and 0.98 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. The highest gamma concentration is at the Jan 16, 26 expiration with 117.77 net GEX, which may act as a magnet point for price action. Near-term exposure for Sep 19, 25 suggests possible volatility from negative gamma effects.
MRSN GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 0 | 0 | 0 | n/a |
| Nov 21, 25 | 0 | 0 | 0 | n/a |
| Jan 16, 26 | 118.44 | -0.67 | 117.77 | 0.01 |
| Feb 20, 26 | 0 | -0.31 | -0.31 | n/a |