Northrop Grumman Corporat... (NOC)
NOC Daily Gamma Exposure
Current Gamma Exposure (GEX) is 44.94K, which is 186% above the 3M average of 15.74K. Over this period, GEX peaked at 45.97K on Aug 12, 2025 and bottomed at -1.54K on May 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 0.41 is elevated versus the recent average of 0.39, suggesting increased put hedging. High GEX volatility (±13.44K) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 14, 2025 | 75,896.24 | -30,957.66 | 44,938.58 | 0.41 |
| Aug 13, 2025 | 69,142.37 | -26,760.3 | 42,382.07 | 0.39 |
| Aug 12, 2025 | 75,578.75 | -29,612.51 | 45,966.24 | 0.39 |
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