Cencora Inc. (COR)
COR Daily Gamma Exposure
Current Gamma Exposure (GEX) is 12.04K, which is 20% below the 3M average of 14.99K. Over this period, GEX peaked at 39.81K on Aug 13, 2025 and bottomed at -412.25 on Aug 8, 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 0.79 is elevated versus the recent average of 0.68, suggesting increased put hedging. Stable GEX patterns (±4.53K) indicate consistent market maker positioning.
GEX History
Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Aug 14, 2025 | 57,262.56 | -45,218.82 | 12,043.74 | 0.79 |
Aug 13, 2025 | 73,553.89 | -33,743.55 | 39,810.34 | 0.46 |
Aug 12, 2025 | 54,197.02 | -35,577.86 | 18,619.16 | 0.66 |
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