Eli Lilly and (LLY)
LLY Daily Gamma Exposure
Current Gamma Exposure (GEX) is 59.38K, which is 156% above the 3M average of 23.16K. Over this period, GEX peaked at 144.71K on Jul 25, 2025 and bottomed at -167.47K on Aug 7, 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 0.88 is below the recent average of 0.97, indicating call-heavy positioning. High GEX volatility (±50.89K) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 14, 2025 | 495,977.39 | -436,594.15 | 59,383.24 | 0.88 |
| Aug 13, 2025 | 524,119.39 | -478,878.62 | 45,240.77 | 0.91 |
| Aug 12, 2025 | 386,723.35 | -483,904.35 | -97,181 | 1.25 |
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