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Mereo BioPharma Group plc American MREO 0.29 -0.01 -3.04%

MREO Gamma Exposure (GEX)

MREO (Mereo BioPharma Group plc American): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
7.46
Put Call Ratio (OI)
0.0328
Put Call Ratio (Vol)
0.241
IV Rank
51.5
IV Percentile
91.2
Max Pain
0.5

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
487.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-4.2
4.2
View values by strike
MREO · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
0.50 1.17 K -18.3
1.00 278 -18.6
1.50 52.6 -13.8
2.00 9.93 -7.69
2.50 45.9 -0.209
3.00 3.25 -0.734
4.00 4.18 0
4.50 5.94 0