OFS Capital Corporation (OFS)
OFS Daily Gamma Exposure
Current Gamma Exposure (GEX) is 45.05000000000001, which is 9% below the 3M average of 49.56884615384615. Over this period, GEX peaked at 121.69 on Jun 25, 2025 and bottomed at -40.09 on Aug 4, 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 0.85 is elevated versus the recent average of 0.63, suggesting increased put hedging. High GEX volatility (±40.20447911584394) suggests frequent repositioning and potential regime changes.
GEX History
Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Aug 13, 2025 | 291.29 | -246.24 | 45.05 | 0.85 |
Aug 12, 2025 | 299.93 | -200.9 | 99.03 | 0.67 |
Aug 7, 2025 | 281.88 | -227.37 | 54.51 | 0.81 |
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