National CineMedia Inc. (NCMI)
NCMI Daily Gamma Exposure
Current Gamma Exposure (GEX) is 7.04K, which is 467% above the 3M average of 1.24K. Over this period, GEX peaked at 7.04K on Aug 14, 2025 and bottomed at -3.02K on Jul 31, 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 0.29 is below the recent average of 0.80, indicating call-heavy positioning. High GEX volatility (±2.09K) suggests frequent repositioning and potential regime changes.
GEX History
Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Aug 14, 2025 | 9,948.63 | -2,909.49 | 7,039.14 | 0.29 |
Aug 12, 2025 | 10,974.77 | -5,709.67 | 5,265.1 | 0.52 |
Aug 11, 2025 | 9,058.17 | -4,477.74 | 4,580.43 | 0.49 |
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