NexPoint Real Estate Finance Inc. (NREF) Gamma Exposure by Expiry | GEX Expiration Analysis - Stocknear

NexPoint Real Estate Fina...

NYSE: NREF · Real-Time Price · USD
14.09
-0.05 (-0.35%)
At close: Sep 26, 2025, 3:59 PM
14.17
0.57%
After-hours: Sep 26, 2025, 06:22 PM EDT

NREF Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for NREF across all expirations is 675.8 shares per 1% move, with 727.93 from calls and 52.13 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.

NREF GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Oct 17, 25 1.17 0 1.17 0.00
Nov 21, 25 602.27 -28.64 573.63 0.05
Jan 16, 26 0 0 0 n/a
Feb 20, 26 124.49 -23.49 101 0.19
May 15, 26 0 0 0 n/a
Dec 18, 26 0 0 0 n/a