Verona Pharma (VRNA)
NASDAQ: VRNA
· Real-Time Price · USD
105.63
-0.16 (-0.15%)
At close: Aug 19, 2025, 3:59 PM
105.32
-0.29%
After-hours: Aug 19, 2025, 06:10 PM EDT
VRNA Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for VRNA across all expirations is 24,209.71 shares per 1% move, with 43,817.73 from calls and 19,608.02 from puts. The put-call GEX ratio of 0.45 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 Jan 16, 26 expiration with 21,504.59 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.
VRNA GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 4,598.54 | -11,550.08 | -6,951.54 | 2.51 |
| Oct 17, 25 | 64.66 | -10.72 | 53.94 | 0.17 |
| Nov 21, 25 | 347.82 | -1.72 | 346.1 | 0.00 |
| Dec 19, 25 | 13,588.38 | -4,806.65 | 8,781.73 | 0.35 |
| Jan 16, 26 | 24,162.76 | -2,658.17 | 21,504.59 | 0.11 |
| Mar 20, 26 | 10.98 | -8.23 | 2.75 | 0.75 |
| Jan 15, 27 | 1,044.59 | -572.45 | 472.14 | 0.55 |