(IDV)
IDV Daily Gamma Exposure
Current Gamma Exposure (GEX) is -421.89, which is 635% below the 3M average of 78.80322580645168. Over this period, GEX peaked at 671.21 on Jun 17, 2025 and bottomed at -421.89 on Aug 15, 2025, showing a shift between positive and negative gamma regimes. The exposure has been decreasing recently, indicating reduced hedging flows that may amplify price swings. Today's put-call gamma ratio of 1.44 is elevated versus the recent average of 1.19, suggesting increased put hedging. High GEX volatility (±315.9865182137048) suggests frequent repositioning and potential regime changes.
GEX History
Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Aug 15, 2025 | 951.58 | -1,373.47 | -421.89 | 1.44 |
Aug 12, 2025 | 869.35 | -1,097.61 | -228.26 | 1.26 |
Aug 11, 2025 | 861.59 | -1,066.92 | -205.33 | 1.24 |
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