Lennar Corporation (LEN)
LEN Daily Gamma Exposure
Current Gamma Exposure (GEX) is 35.96K, which is 464% above the 3M average of 6.37K. Over this period, GEX peaked at 35.96K on Aug 15, 2025 and bottomed at -3.44K on Jul 18, 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 0.46 is below the recent average of 0.71, indicating call-heavy positioning. High GEX volatility (±8.24K) suggests frequent repositioning and potential regime changes.
GEX History
Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Aug 15, 2025 | 66,663.4 | -30,700.5 | 35,962.9 | 0.46 |
Aug 14, 2025 | 57,541.38 | -24,731.7 | 32,809.68 | 0.43 |
Aug 13, 2025 | 55,012.53 | -27,906.92 | 27,105.61 | 0.51 |
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