Mercury Systems Inc. (MRCY)
MRCY Daily Gamma Exposure
Current Gamma Exposure (GEX) is -3.84K, which is 630% below the 3M average of 724.6236065573769. Over this period, GEX peaked at 1.57K on Aug 11, 2025 and bottomed at -3.84K on Aug 14, 2025, showing a shift between positive and negative gamma regimes. The exposure has been decreasing recently, indicating reduced hedging flows that may amplify price swings. Today's put-call gamma ratio of 1.91 is elevated versus the recent average of 0.61, suggesting increased put hedging. High GEX volatility (±680.632945467559) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 14, 2025 | 4,201.38 | -8,038.96 | -3,837.58 | 1.91 |
| Aug 13, 2025 | 4,186.53 | -3,052.98 | 1,133.55 | 0.73 |
| Aug 12, 2025 | 1,565.82 | -746.58 | 819.24 | 0.48 |
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