Chime Financial, Inc. Class A Common Stock (CHYM) Gamma Exposure (GEX) & Greeks
Gamma exposure (GEX) analysis shows how options positioning creates dealer hedging pressure across strikes. Includes delta, vanna, charm, vomma, and vega exposure by strike price.
Chime Financial, Inc. Class A Common Stock (CHYM) operates in the Financial Services sector, specifically the Banks - Regional industry, with a market capitalization near $6.68B, listed on NASDAQ, employing roughly 1,465 people, carrying a beta of 1.11 to the broader market. Chime is a mobile-first fintech platform offering fee-free banking services—such as checking, savings, early paycheck access, and overdraft protection—via partnerships with FDIC-insured banks. Led by Mark T. Troughton, public since 2025-06-12.
Snapshot as of May 15, 2026.
- Spot Price
- $17.67
- Net Gamma
- -$141.5K
- Net Delta
- -$5.4M
- Net Vega
- -$247.8K
- Gamma Concentration
- 0.22
As of May 15, 2026, Chime Financial, Inc. Class A Common Stock (CHYM) has negative net gamma exposure of $141.5K under the standard dealer-hedging convention. Net delta exposure is -$5.4M. Negative GEX means dealers are net short gamma: they must sell into weakness and buy into strength, amplifying realized volatility and accelerating directional moves.
CHYM Strategy Sizing in the Current GEX Regime
Chime Financial, Inc. Class A Common Stock is in a negative dealer-gamma regime ($141.5K). Net dealer delta of -$5.4M sets the size of the directional hedging flow that fires as spot moves. In this regime, momentum and breakout strategies fit the regime: long calls or puts, ratio backspreads, calendar spreads positioned for vol expansion. Realized volatility tends to overshoot implied during negative-gamma stretches, hurting indiscriminate short-vol exposure. The gamma-flip level - the spot price at which net dealer gamma changes sign - is the most actionable anchor for sizing: through-flip moves trigger qualitatively different hedging behavior than within-regime moves, so risk-defined structures sized to the current spot may not stay sized correctly if a flip is near.
Learn how gamma exposure is reported and how to read the data →
Frequently asked CHYM gamma exposure (gex) & greeks questions
- What is the current CHYM gamma exposure (GEX)?
- As of May 15, 2026, Chime Financial, Inc. Class A Common Stock (CHYM) net gamma exposure is negative at $141.5K under the standard dealer-hedging convention. Net dealer delta exposure is -$5.4M. GEX aggregates the gamma sitting on dealer books across all listed strikes and expirations.
- Is CHYM in positive or negative dealer gamma right now?
- CHYM is currently in negative dealer gamma. Dealers net short gamma must sell into weakness and buy into strength to maintain delta-neutrality, which amplifies realized volatility and tends to accelerate directional moves.
- What does CHYM GEX tell options traders?
- GEX is a regime indicator: positive-gamma regimes favor mean-reverting strategies (premium-selling near established ranges); negative-gamma regimes favor momentum and breakout strategies. The same options-strategy structure can be appropriate or inappropriate depending on the dealer-gamma regime, so reading the sign and magnitude of net GEX before sizing positions is standard practice.