Assured Guaranty Ltd. (AGO)
AGO Daily Gamma Exposure
Current Gamma Exposure (GEX) is -2.02K, which is -166% below the 3M average of -758.2789655172415. Over this period, GEX peaked at -458.30999999999995 on May 22, 2025 and bottomed at -2.36K on Aug 11, 2025, remaining in negative gamma territory. The exposure has been decreasing recently, indicating reduced hedging flows that may amplify price swings. Today's put-call gamma ratio of 3.49 is elevated versus the recent average of 2.50, suggesting increased put hedging. High GEX volatility (±511.82268477535655) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 14, 2025 | 812.32 | -2,833.04 | -2,020.72 | 3.49 |
| Aug 11, 2025 | 707.06 | -3,063.96 | -2,356.9 | 4.33 |
| Aug 8, 2025 | 674.98 | -3,002.39 | -2,327.41 | 4.45 |
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