Reinsurance Group of Amer... (RGA)
NYSE: RGA
· Real-Time Price · USD
194.86
3.24 (1.69%)
At close: Sep 11, 2025, 3:59 PM
194.69
-0.09%
After-hours: Sep 11, 2025, 05:49 PM EDT
RGA Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for RGA across all expirations is 8,478.81 shares per 1% move, with 9,479.12 from calls and 1,000.31 from puts. The put-call GEX ratio of 0.11 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 |
|---|---|---|---|---|
| Sep 19, 25 | 96.12 | -466.78 | -370.66 | 4.86 |
| Oct 17, 25 | 9,202.8 | -474.64 | 8,728.16 | 0.05 |
| Jan 16, 26 | 95.69 | -47.76 | 47.93 | 0.50 |
| Apr 17, 26 | 84.51 | -11.13 | 73.38 | 0.13 |