Verona Pharma (VRNA)
NASDAQ: VRNA
· Real-Time Price · USD
106.79
-0.03 (-0.03%)
At close: Oct 03, 2025, 3:59 PM
106.90
0.10%
After-hours: Oct 03, 2025, 06:10 PM EDT
VRNA Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for VRNA across all expirations is 46,908.37 shares per 1% move, with 59,217.69 from calls and 12,309.32 from puts. The put-call GEX ratio of 0.21 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
VRNA GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Oct 17, 25 | 33,589.97 | -1,228.93 | 32,361.04 | 0.04 |
| Nov 21, 25 | 1,913.64 | -271.34 | 1,642.3 | 0.14 |
| Dec 19, 25 | 4,267.78 | -5,325.1 | -1,057.32 | 1.25 |
| Jan 16, 26 | 17,653.51 | -3,701.7 | 13,951.81 | 0.21 |
| Mar 20, 26 | 61.77 | -211.6 | -149.83 | 3.43 |
| Jan 15, 27 | 1,731.02 | -785.34 | 945.68 | 0.45 |
| Jan 21, 28 | 0 | -785.31 | -785.31 | n/a |