Verra Mobility Corporatio... (VRRM)
NASDAQ: VRRM
· Real-Time Price · USD
24.40
-0.05 (-0.20%)
At close: Sep 09, 2025, 3:40 PM
VRRM Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for VRRM across all expirations is 18,827.42 shares per 1% move, with 19,953.77 from calls and 1,126.35 from puts. The put-call GEX ratio of 0.06 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
VRRM GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 2,573.96 | -249.54 | 2,324.42 | 0.10 |
| Oct 17, 25 | 11,704.46 | -223.52 | 11,480.94 | 0.02 |
| Dec 19, 25 | 5,049.5 | -367.03 | 4,682.47 | 0.07 |
| Jan 16, 26 | 595.47 | -284.93 | 310.54 | 0.48 |
| Apr 17, 26 | 30.38 | -1.33 | 29.05 | 0.04 |