NRG Energy Inc. (NRG) Gamma Exposure by Expiry | GEX Expiration Analysis - Stocknear

NRG Energy Inc.

NYSE: NRG · Real-Time Price · USD
164.87
6.95 (4.40%)
At close: Sep 12, 2025, 3:59 PM
166.00
0.69%
After-hours: Sep 12, 2025, 05:30 PM EDT

NRG Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for NRG across all expirations is 49,642.92 shares per 1% move, with 78,966.5 from calls and 29,323.58 from puts. The put-call GEX ratio of 0.37 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.

NRG GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Sep 19, 25 46,643.16 -13,296.9 33,346.26 0.29
Sep 26, 25 498.77 -175.09 323.68 0.35
Oct 3, 25 72.24 -1,049.95 -977.71 14.53
Oct 10, 25 250.75 -9.3 241.45 0.04
Oct 17, 25 8,474.86 -2,441.03 6,033.83 0.29
Oct 24, 25 96.63 -83.89 12.74 0.87
Nov 21, 25 10,501.36 -7,392.33 3,109.03 0.70
Dec 19, 25 3,825.85 -1,577.95 2,247.9 0.41
Jan 16, 26 5,748.94 -1,859.2 3,889.74 0.32
Mar 20, 26 1,144.1 -619.87 524.23 0.54
Jun 18, 26 701.63 -494.08 207.55 0.70
Sep 18, 26 11.8 -54.98 -43.18 4.66
Dec 18, 26 241.39 -107.49 133.9 0.45
Jan 15, 27 755.02 -161.52 593.5 0.21