Nelnet Inc.

NYSE: NNI · Real-Time Price · USD
130.19
5.32 (4.26%)
At close: Aug 22, 2025, 2:53 PM

NNI Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for NNI across all expirations is 87.75 shares per 1% move, with 154.29 from calls and 66.54 from puts. The put-call GEX ratio of 0.43 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 111.11 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.

NNI GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Sep 19, 25 111.87 -0.76 111.11 0.01
Oct 17, 25 0 -56 -56 n/a
Dec 19, 25 37.31 -9.78 27.53 0.26
Mar 20, 26 5.11 0 5.11 0.00
Dec 18, 26 0 0 0 n/a