Immunocore (IMCR)
IMCR Daily Gamma Exposure
Current Gamma Exposure (GEX) is -22.03K, which is -302% below the 3M average of -5.47K. Over this period, GEX peaked at -1.62K on Jul 17, 2025 and bottomed at -23.56K on Aug 7, 2025, remaining in negative gamma territory. The exposure has been decreasing recently, indicating reduced hedging flows that may amplify price swings. Today's put-call gamma ratio of 6.43 is elevated versus the recent average of 3.28, suggesting increased put hedging. High GEX volatility (±6.29K) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 14, 2025 | 4,056.71 | -26,084.51 | -22,027.8 | 6.43 |
| Aug 13, 2025 | 3,838.28 | -23,517.9 | -19,679.62 | 6.13 |
| Aug 8, 2025 | 3,757.38 | -24,731.99 | -20,974.61 | 6.58 |
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