Denny's Corporation (DENN)
DENN Daily Gamma Exposure
Current Gamma Exposure (GEX) is 1.73K, which is 1859% above the 3M average of 88.34510638297877. Over this period, GEX peaked at 1.73K on Aug 15, 2025 and bottomed at -1.12K on Jul 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 0.48 is below the recent average of 0.82, indicating call-heavy positioning. High GEX volatility (±554.6944140307378) suggests frequent repositioning and potential regime changes.
GEX History
Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Aug 15, 2025 | 3,345.61 | -1,615.05 | 1,730.56 | 0.48 |
Aug 14, 2025 | 2,868.93 | -1,350.24 | 1,518.69 | 0.47 |
Aug 13, 2025 | 2,490.19 | -1,207.48 | 1,282.71 | 0.48 |
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