Cullen/Frost Bankers Inc. (CFR)
CFR Daily Gamma Exposure
Current Gamma Exposure (GEX) is 675.5400000000001, which is 39% above the 3M average of 487.39714285714297. Over this period, GEX peaked at 1.34K on Jul 30, 2025 and bottomed at 32.03999999999999 on Jun 13, 2025, maintaining consistently positive gamma throughout. The exposure has been decreasing recently, signaling a shift in market maker hedging dynamics. Today's put-call gamma ratio of 0.43 is elevated versus the recent average of 0.30, suggesting increased put hedging. High GEX volatility (±394.1898952299012) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 14, 2025 | 1,187.64 | -512.1 | 675.54 | 0.43 |
| Aug 13, 2025 | 1,159.63 | -563.11 | 596.52 | 0.49 |
| Aug 11, 2025 | 931.46 | -487.88 | 443.58 | 0.52 |
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