Cherry Hill Mortgage Inve... (CHMI)
NYSE: CHMI
· Real-Time Price · USD
2.85
-0.02 (-0.70%)
At close: Sep 02, 2025, 1:58 PM
CHMI Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for CHMI across all expirations is 397.57 shares per 1% move, with 542.38 from calls and 144.81 from puts. The put-call GEX ratio of 0.27 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness. The highest gamma concentration is at the Sep 19, 25 expiration with 224.51 net GEX, which may act as a magnet point for price action. Near-term exposure for Sep 19, 25 suggests potential support from positive gamma hedging flows.
CHMI GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 226.27 | -1.76 | 224.51 | 0.01 |
| Oct 17, 25 | 3.13 | 0 | 3.13 | 0.00 |
| Dec 19, 25 | 179.68 | -141.38 | 38.3 | 0.79 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 133.3 | -1.67 | 131.63 | 0.01 |