Verona Pharma (VRNA)
NASDAQ: VRNA
· Real-Time Price · USD
106.69
0.00 (0.00%)
At close: Sep 26, 2025, 3:59 PM
106.64
-0.05%
After-hours: Sep 26, 2025, 07:47 PM EDT
VRNA Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for VRNA across all expirations is 31,291.48 shares per 1% move, with 41,902.37 from calls and 10,610.89 from puts. The put-call GEX ratio of 0.25 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
VRNA GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Oct 17, 25 | 13,723.14 | -861.37 | 12,861.77 | 0.06 |
| Nov 21, 25 | 1,775.82 | -168.67 | 1,607.15 | 0.09 |
| Dec 19, 25 | 6,220.59 | -4,460.76 | 1,759.83 | 0.72 |
| Jan 16, 26 | 18,278.97 | -3,675.25 | 14,603.72 | 0.20 |
| Mar 20, 26 | 63.61 | -176.3 | -112.69 | 2.77 |
| Jan 15, 27 | 1,797.56 | -744.7 | 1,052.86 | 0.41 |
| Jan 21, 28 | 42.68 | -523.84 | -481.16 | 12.27 |