Varex Imaging Corporation (VREX)
NASDAQ: VREX
· Real-Time Price · USD
11.94
0.08 (0.67%)
At close: Oct 03, 2025, 3:59 PM
11.94
0.00%
After-hours: Oct 03, 2025, 04:10 PM EDT
VREX Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for VREX across all expirations is 220.52 shares per 1% move, with 350.41 from calls and 129.89 from puts. The put-call GEX ratio of 0.37 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
VREX GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Oct 17, 25 | 31.66 | -70.28 | -38.62 | 2.22 |
| Nov 21, 25 | 19.52 | -12.27 | 7.25 | 0.63 |
| Dec 19, 25 | 253.31 | -42.83 | 210.48 | 0.17 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Feb 20, 26 | 44.56 | -4.51 | 40.05 | 0.10 |
| May 15, 26 | 1.36 | 0 | 1.36 | 0.00 |