Essent Group Ltd. (ESNT)
ESNT Daily Gamma Exposure
Current Gamma Exposure (GEX) is 237.95000000000002, which is 606% above the 3M average of 33.68263157894737. Over this period, GEX peaked at 237.95000000000002 on Aug 14, 2025 and bottomed at -193.53 on Jul 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 0.39 is below the recent average of 1.05, indicating call-heavy positioning. High GEX volatility (±102.10807514033483) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 14, 2025 | 387.37 | -149.42 | 237.95 | 0.39 |
| Aug 13, 2025 | 371.37 | -143.85 | 227.52 | 0.39 |
| Aug 8, 2025 | 373.77 | -198.24 | 175.53 | 0.53 |
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