Allegion (ALLE)
ALLE Daily Gamma Exposure
Current Gamma Exposure (GEX) is 14.13K, which is 1025% above the 3M average of 1.26K. Over this period, GEX peaked at 14.13K on Aug 14, 2025 and bottomed at -60.700000000000045 on Jun 16, 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 0.04 is below the recent average of 0.24, indicating call-heavy positioning. High GEX volatility (±2.13K) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 14, 2025 | 14,679.72 | -553.81 | 14,125.91 | 0.04 |
| Aug 13, 2025 | 2,438.54 | -624.07 | 1,814.47 | 0.26 |
| Aug 12, 2025 | 3,861.27 | -773.01 | 3,088.26 | 0.20 |
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