Verrica Pharmaceuticals I... (VRCA)
NASDAQ: VRCA
· Real-Time Price · USD
5.06
-0.05 (-0.88%)
At close: Sep 08, 2025, 3:59 PM
5.06
0.00%
After-hours: Sep 08, 2025, 04:10 PM EDT
VRCA Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for VRCA across all expirations is 0.2 shares per 1% move, with 0.26 from calls and 0.06 from puts. The put-call GEX ratio of 0.23 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
VRCA 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 | 0 | 0 | 0 | n/a |
| Feb 20, 26 | 0.26 | -0.06 | 0.2 | 0.23 |