SPDR EURO STOXX 50 ETF (FEZ)
FEZ Daily Gamma Exposure
Current Gamma Exposure (GEX) is -2.8K, which is -20% above the 3M average of -3.51K. Over this period, GEX peaked at 90.21K on Aug 22, 2025 and bottomed at -60.04K on Aug 25, 2025, showing a shift between positive and negative gamma regimes. The exposure has been decreasing recently, indicating reduced hedging flows that may amplify price swings. Today's put-call gamma ratio of 1.02 is below the recent average of 1.06, indicating call-heavy positioning. High GEX volatility (±23.38K) suggests frequent repositioning and potential regime changes.
GEX History
Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Aug 29, 2025 | 143,965.01 | -146,769.54 | -2,804.53 | 1.02 |
Aug 28, 2025 | 155,863.55 | -135,727.69 | 20,135.86 | 0.87 |
Aug 27, 2025 | 148,445.95 | -135,768.95 | 12,677 | 0.91 |
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