(CWB)
CWB Daily Gamma Exposure
Current Gamma Exposure (GEX) is 392.76999999999987, which is -273% above the 3M average of -226.539375. Over this period, GEX peaked at 457.48 on Aug 15, 2025 and bottomed at -708.82 on May 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 0.66 is below the recent average of 3.84, indicating call-heavy positioning. High GEX volatility (±327.20747518716524) suggests frequent repositioning and potential regime changes.
GEX History
Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Aug 21, 2025 | 1,145.86 | -753.09 | 392.77 | 0.66 |
Aug 15, 2025 | 1,194.79 | -737.31 | 457.48 | 0.62 |
Aug 8, 2025 | 1,111.65 | -830.58 | 281.07 | 0.75 |
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