Erie Indemnity (ERIE)
ERIE Daily Gamma Exposure
Current Gamma Exposure (GEX) is 1.87K, which is 251% above the 3M average of 532.6693181818182. Over this period, GEX peaked at 2.28K on Aug 11, 2025 and bottomed at -112.46000000000001 on Jul 11, 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 0.30 is below the recent average of 0.38, indicating call-heavy positioning. High GEX volatility (±751.6828271600081) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 14, 2025 | 2,662.82 | -794.01 | 1,868.81 | 0.30 |
| Aug 13, 2025 | 2,153.33 | -722.02 | 1,431.31 | 0.34 |
| Aug 12, 2025 | 2,958.11 | -852.99 | 2,105.12 | 0.29 |
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