Elevance Health Inc. (ELV)
ELV Daily Gamma Exposure
Current Gamma Exposure (GEX) is 44.37K, which is 3087% above the 3M average of 1.39K. Over this period, GEX peaked at 44.37K on Aug 14, 2025 and bottomed at -20.84K on Aug 1, 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 0.67 is below the recent average of 1.09, indicating call-heavy positioning. High GEX volatility (±9.61K) suggests frequent repositioning and potential regime changes.
GEX History
Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Aug 14, 2025 | 132,643.55 | -88,278.3 | 44,365.25 | 0.67 |
Aug 13, 2025 | 114,459.93 | -98,411.22 | 16,048.71 | 0.86 |
Aug 12, 2025 | 116,110.04 | -95,657.45 | 20,452.59 | 0.82 |
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