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CHERRY HILL MORTGAGE INVESTMENT CORPORATION CHMI 2.85 0.03 1.06%

CHMI Gamma Exposure (GEX)

CHMI (CHERRY HILL MORTGAGE INVESTMENT CORPORATION): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.495
Put Call Ratio (OI)
0.055
Put Call Ratio (Vol)
0.892
IV Rank
5.06
IV Percentile
13.6
Max Pain
2.5

Gamma exposure (2026-09-21)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
25.0
179.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-4.7
4.7
View values by strike
CHMI · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
2.50 5.07 K -244
5.00 19.3 -1.24