Ameresco Inc. (AMRC)
AMRC Daily Gamma Exposure
Current Gamma Exposure (GEX) is 1.33K, which is 169% above the 3M average of 494.1843396226416. Over this period, GEX peaked at 1.68K on Jul 23, 2025 and bottomed at -75.19 on Jun 23, 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 0.69 is elevated versus the recent average of 0.58, suggesting increased put hedging. High GEX volatility (±574.1286830756884) suggests frequent repositioning and potential regime changes.
GEX History
Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Aug 14, 2025 | 4,348.32 | -3,018.46 | 1,329.86 | 0.69 |
Aug 13, 2025 | 3,802.18 | -2,675.35 | 1,126.83 | 0.70 |
Aug 12, 2025 | 3,663.8 | -2,493.9 | 1,169.9 | 0.68 |
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