Dell Technologies Inc. (DELL)
DELL Daily Gamma Exposure
Current Gamma Exposure (GEX) is 230.45K, which is 272% above the 3M average of 61.91K. Over this period, GEX peaked at 271.49K on Aug 13, 2025 and bottomed at -16.56K on Jun 2, 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 0.53 is below the recent average of 0.63, indicating call-heavy positioning. High GEX volatility (±67.62K) suggests frequent repositioning and potential regime changes.
GEX History
Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Aug 14, 2025 | 493,226.32 | -262,773.76 | 230,452.56 | 0.53 |
Aug 13, 2025 | 491,133.98 | -219,643.86 | 271,490.12 | 0.45 |
Aug 12, 2025 | 435,582.82 | -193,632.47 | 241,950.35 | 0.44 |
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