Iteris Inc. (ITI)
ITI Daily Gamma Exposure
Current Gamma Exposure (GEX) is 3.51K, which is Infinity% above the 3M average of 0. Over this period, GEX peaked at 0 on n/a and bottomed at 0 on n/a, remaining in negative gamma territory. The exposure has been increasing recently, suggesting growing dealer hedging that could dampen volatility. Today's put-call gamma ratio of 0.11 is elevated versus the recent average of 0.08, suggesting increased put hedging. Stable GEX patterns (±0) indicate consistent market maker positioning.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 2024 | 3,159.92 | 351.73 | 3,511.65 | 0.11 |
| Sep 18, 2024 | 2,073.84 | 421.48 | 2,495.32 | 0.20 |
| Aug 21, 2024 | 3,218.23 | 418.09 | 3,636.32 | 0.13 |
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