Varex Imaging Corporation (VREX)
NASDAQ: VREX
· Real-Time Price · USD
11.23
0.20 (1.81%)
At close: Aug 19, 2025, 3:59 PM
VREX Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for VREX across all expirations is 199.74 shares per 1% move, with 336.21 from calls and 136.47 from puts. The put-call GEX ratio of 0.41 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 Dec 19, 25 expiration with 214.92 net GEX, which may act as a magnet point for price action. Near-term exposure for Sep 19, 25 suggests possible volatility from negative gamma effects.
VREX GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 33.13 | -85.94 | -52.81 | 2.59 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Nov 21, 25 | 20.12 | -11.73 | 8.39 | 0.58 |
| Dec 19, 25 | 251.22 | -36.3 | 214.92 | 0.14 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Feb 20, 26 | 31.74 | -2.5 | 29.24 | 0.08 |