CorVel Corporation (CRVL)
CRVL Daily Gamma Exposure
Current Gamma Exposure (GEX) is -29.26, which is -99% below the 3M average of -14.700000000000001. Over this period, GEX peaked at 20.76 on Jul 17, 2025 and bottomed at -37.120000000000005 on Aug 6, 2025, showing a shift between positive and negative gamma regimes. The exposure has been decreasing recently, indicating reduced hedging flows that may amplify price swings. Today's put-call gamma ratio of 2.19 is elevated versus the recent average of 0.98, suggesting increased put hedging. High GEX volatility (±22.85889663906715) suggests frequent repositioning and potential regime changes.
GEX History
Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Aug 8, 2025 | 24.55 | -53.81 | -29.26 | 2.19 |
Aug 6, 2025 | 29.31 | -66.43 | -37.12 | 2.27 |
Aug 4, 2025 | 25.21 | -60.4 | -35.19 | 2.40 |
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