AC Immune S.A. (ACIU)
ACIU Daily Gamma Exposure
Current Gamma Exposure (GEX) is 300.91999999999996, which is 254% above the 3M average of 84.94793103448276. Over this period, GEX peaked at 498.26000000000005 on Aug 13, 2025 and bottomed at -343.87 on Jun 24, 2025, showing a shift between positive and negative gamma regimes. The exposure has been increasing recently, suggesting growing dealer hedging that could dampen volatility. Today's put-call gamma ratio of 0.20 is below the recent average of 0.79, indicating call-heavy positioning. High GEX volatility (±231.8169665531975) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 15, 2025 | 376.96 | -76.04 | 300.92 | 0.20 |
| Aug 13, 2025 | 561.09 | -62.83 | 498.26 | 0.11 |
| Aug 12, 2025 | 504.14 | -137.45 | 366.69 | 0.27 |
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