Immersion Corporation (IMMR)
IMMR Daily Gamma Exposure
Current Gamma Exposure (GEX) is -120.54K, which is -253% below the 3M average of -34.14K. Over this period, GEX peaked at -2.44K on May 22, 2025 and bottomed at -135.85K on Aug 13, 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 5.15 is elevated versus the recent average of 4.15, suggesting increased put hedging. High GEX volatility (±29.61K) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 14, 2025 | 29,075.97 | -149,615.9 | -120,539.93 | 5.15 |
| Aug 13, 2025 | 35,309.08 | -171,160.26 | -135,851.18 | 4.85 |
| Aug 12, 2025 | 26,800.44 | -126,061.43 | -99,260.99 | 4.70 |
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