Companhia Paranaense de E... (ELP)
ELP Daily Gamma Exposure
Current Gamma Exposure (GEX) is 27.45, which is 93% above the 3M average of 14.205555555555556. Over this period, GEX peaked at 27.45 on Aug 14, 2025 and bottomed at -1.79 on Jun 26, 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 0.08 is below the recent average of 0.16, indicating call-heavy positioning. High GEX volatility (±9.957832328943786) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 14, 2025 | 29.79 | -2.34 | 27.45 | 0.08 |
| Aug 13, 2025 | 27.21 | -2.33 | 24.88 | 0.09 |
| Aug 11, 2025 | 26.41 | -2.36 | 24.05 | 0.09 |
Stop Guessing, Start Knowing.
Cut through market noise with actionable insights that actually help you make confident investment decisions. No more endless research or gut-based guessing.
- Unlimited access to all data and tools
- Unlimited access to all data and tools, giving you the edge over everyone else in the market.
- Realtime Options & Dark Pool Data
- Instant access to live options & dark pool data to spot opportunities and trade with precision before the market moves.
- Top Wallstreet Analyst Ratings
- Follow ratings from the best analysts on Wall Street to stay ahead.
- Up to 30 years financial history
- We deliver premium Wall Street data with top-tier accuracy and up to 30 years of history.