Reinsurance Group of America (RGA) Gamma Exposure by Expiry | GEX Expiration Analysis - Stocknear

Reinsurance Group of Amer...

NYSE: RGA · Real-Time Price · USD
197.39
3.52 (1.82%)
At close: Oct 03, 2025, 3:59 PM
197.46
0.04%
After-hours: Oct 03, 2025, 06:15 PM EDT

RGA Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for RGA across all expirations is 4,819.13 shares per 1% move, with 5,762.2 from calls and 943.07 from puts. The put-call GEX ratio of 0.16 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.

RGA GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Oct 17, 25 5,532.61 -520.08 5,012.53 0.09
Nov 21, 25 4.34 -338.54 -334.2 78.00
Jan 16, 26 94.51 -63.53 30.98 0.67
Apr 17, 26 130.74 -20.92 109.82 0.16