Moody's Corporation (MCO)
MCO Daily Gamma Exposure
Current Gamma Exposure (GEX) is 5.99K, which is 223% above the 3M average of 1.86K. Over this period, GEX peaked at 6.37K on Aug 8, 2025 and bottomed at -1.84K on Jul 22, 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 0.73 is below the recent average of 0.78, indicating call-heavy positioning. High GEX volatility (±1.9K) suggests frequent repositioning and potential regime changes.
GEX History
Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Aug 13, 2025 | 22,160.66 | -16,170.84 | 5,989.82 | 0.73 |
Aug 12, 2025 | 23,500.53 | -18,871.38 | 4,629.15 | 0.80 |
Aug 11, 2025 | 19,117.12 | -13,084.3 | 6,032.82 | 0.68 |
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