Allegro MicroSystems Inc. (ALGM)
ALGM Daily Gamma Exposure
Current Gamma Exposure (GEX) is 5.32K, which is -190% above the 3M average of -5.88K. Over this period, GEX peaked at 6.39K on Jul 22, 2025 and bottomed at -19.88K on May 30, 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 0.81 is below the recent average of 1.11, indicating call-heavy positioning. High GEX volatility (±6.24K) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 14, 2025 | 27,545.95 | -22,224.64 | 5,321.31 | 0.81 |
| Aug 13, 2025 | 21,272.85 | -23,746.58 | -2,473.73 | 1.12 |
| Aug 12, 2025 | 21,229.32 | -24,003.87 | -2,774.55 | 1.13 |
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