Diageo (DEO)
DEO Daily Gamma Exposure
Current Gamma Exposure (GEX) is 7.56K, which is -656% above the 3M average of -1.36K. Over this period, GEX peaked at 15.38K on Aug 12, 2025 and bottomed at -12.38K on Jul 31, 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 0.81 is below the recent average of 1.14, indicating call-heavy positioning. High GEX volatility (±4.64K) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 14, 2025 | 39,780.79 | -32,219.53 | 7,561.26 | 0.81 |
| Aug 13, 2025 | 40,007.25 | -28,036.34 | 11,970.91 | 0.70 |
| Aug 12, 2025 | 39,544.11 | -24,166.23 | 15,377.88 | 0.61 |
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