AMEX: CMBS · Real-Time Price · USD
48.96
0.14 (0.29%)
At close: Aug 22, 2025, 3:59 PM
48.97
0.02%
After-hours: Aug 22, 2025, 05:29 PM EDT

CMBS Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for CMBS across all expirations is -36.6 shares per 1% move, with 0 from calls and 36.6 from puts. The put-call GEX ratio of n/a reflects balanced positioning between puts and calls. The highest gamma concentration is at the Oct 17, 25 expiration with -36.6 net GEX, which may act as a pivot point for price action. Near-term exposure for Oct 17, 25 suggests possible volatility from negative gamma effects.

CMBS GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Oct 17, 25 0 -36.6 -36.6 n/a
Jan 16, 26 0 0 0 n/a
Dec 18, 26 0 0 0 n/a
Jan 1, 31 0 0 0 n/a