Lennox International Inc. (LII)
LII Daily Gamma Exposure
Current Gamma Exposure (GEX) is 1.46K, which is 108% above the 3M average of 699.6408333333337. Over this period, GEX peaked at 2.42K on Jul 25, 2025 and bottomed at -767.4699999999998 on Aug 12, 2025, showing a shift between positive and negative gamma regimes. The exposure has been decreasing recently, signaling a shift in market maker hedging dynamics. Today's put-call gamma ratio of 0.63 is below the recent average of 0.82, indicating call-heavy positioning. High GEX volatility (±803.4543995742005) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 14, 2025 | 3,939.98 | -2,482 | 1,457.98 | 0.63 |
| Aug 13, 2025 | 4,699.8 | -4,994.25 | -294.45 | 1.06 |
| Aug 12, 2025 | 3,166.3 | -3,933.77 | -767.47 | 1.24 |
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