Arch Capital Group Ltd. (ACGL)
ACGL Daily Gamma Exposure
Current Gamma Exposure (GEX) is -1.62K, which is -74% above the 3M average of -6.17K. Over this period, GEX peaked at 894.8699999999999 on May 19, 2025 and bottomed at -17.11K on Jul 30, 2025, showing a shift between positive and negative gamma regimes. The exposure has been increasing recently, signaling a shift in market maker hedging dynamics. Today's put-call gamma ratio of 1.10 is below the recent average of 2.37, indicating call-heavy positioning. High GEX volatility (±6.01K) suggests frequent repositioning and potential regime changes.
GEX History
Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Aug 14, 2025 | 16,884.72 | -18,499.8 | -1,615.08 | 1.10 |
Aug 13, 2025 | 17,733.96 | -22,898.52 | -5,164.56 | 1.29 |
Aug 12, 2025 | 13,014.27 | -25,419.01 | -12,404.74 | 1.95 |
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