Caleres Inc. (CAL)
CAL Daily Gamma Exposure
Current Gamma Exposure (GEX) is 14.93K, which is 286% above the 3M average of 3.87K. Over this period, GEX peaked at 15.91K on Aug 13, 2025 and bottomed at -3.92K on Jun 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 0.36 is below the recent average of 0.51, indicating call-heavy positioning. High GEX volatility (±5.22K) suggests frequent repositioning and potential regime changes.
GEX History
Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Aug 14, 2025 | 23,248.82 | -8,319.26 | 14,929.56 | 0.36 |
Aug 13, 2025 | 23,903.15 | -7,995.56 | 15,907.59 | 0.33 |
Aug 12, 2025 | 23,826.7 | -8,002.54 | 15,824.16 | 0.34 |
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