Grifols S.A. (GRFS)
GRFS Daily Gamma Exposure
Current Gamma Exposure (GEX) is 5.45K, which is 182% above the 3M average of 1.93K. Over this period, GEX peaked at 5.92K on Jul 30, 2025 and bottomed at -569.7800000000002 on May 22, 2025, showing a shift between positive and negative gamma regimes. The exposure has been stable recently, indicating steady positioning. Today's put-call gamma ratio of 0.35 is elevated versus the recent average of 0.33, suggesting increased put hedging. High GEX volatility (±1.9K) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 14, 2025 | 8,379.89 | -2,927.73 | 5,452.16 | 0.35 |
| Aug 13, 2025 | 7,290.36 | -3,164.81 | 4,125.55 | 0.43 |
| Aug 12, 2025 | 6,827.59 | -2,930.02 | 3,897.57 | 0.43 |
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.