Elbit Systems Ltd. (ESLT)
ESLT Daily Gamma Exposure
Current Gamma Exposure (GEX) is 6.14K, which is 629% above the 3M average of 842.4206451612906. Over this period, GEX peaked at 6.14K on Aug 14, 2025 and bottomed at -19.99000000000001 on May 28, 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 0.43 is below the recent average of 0.55, indicating call-heavy positioning. High GEX volatility (±920.4649898230276) suggests frequent repositioning and potential regime changes.
GEX History
Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Aug 14, 2025 | 10,788.48 | -4,644.32 | 6,144.16 | 0.43 |
Aug 13, 2025 | 6,335.22 | -2,805.53 | 3,529.69 | 0.44 |
Aug 12, 2025 | 3,770.64 | -3,463.83 | 306.81 | 0.92 |
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