Itaú Unibanco Holding S.A... (ITUB)
ITUB Daily Gamma Exposure
Current Gamma Exposure (GEX) is 34.52K, which is 432% above the 3M average of 6.49K. Over this period, GEX peaked at 34.52K on Aug 14, 2025 and bottomed at -52.53K on Jul 31, 2025, showing a shift between positive and negative gamma regimes. The exposure has been increasing recently, suggesting growing dealer hedging that could dampen volatility. Today's put-call gamma ratio of 0.54 is below the recent average of 1.26, indicating call-heavy positioning. High GEX volatility (±17.75K) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 14, 2025 | 74,367.41 | -39,844.08 | 34,523.33 | 0.54 |
| Aug 13, 2025 | 36,283.06 | -36,550.58 | -267.52 | 1.01 |
| Aug 12, 2025 | 54,105 | -34,048.18 | 20,056.82 | 0.63 |
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