(DFAU)
DFAU Daily Gamma Exposure
Current Gamma Exposure (GEX) is 966.4300000000001, which is 122% above the 3M average of 435.8428571428572. Over this period, GEX peaked at 966.4300000000001 on Aug 7, 2025 and bottomed at -26.700000000000003 on Jun 23, 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 0.05 is below the recent average of 0.85, indicating call-heavy positioning. High GEX volatility (±397.61228127462084) suggests frequent repositioning and potential regime changes.
GEX History
Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Aug 7, 2025 | 1,019.08 | -52.65 | 966.43 | 0.05 |
Aug 1, 2025 | 750.76 | -63.57 | 687.19 | 0.08 |
Jul 16, 2025 | 772.35 | -58.88 | 713.47 | 0.08 |
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