(PFFD)
PFFD Daily Gamma Exposure
Current Gamma Exposure (GEX) is 96.47, which is 26% below the 3M average of 129.79874999999998. Over this period, GEX peaked at 512.26 on Jul 9, 2025 and bottomed at -118.53 on Jun 23, 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 0.60 is below the recent average of 3.42, indicating call-heavy positioning. High GEX volatility (±213.30274567135206) suggests frequent repositioning and potential regime changes.
GEX History
Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Aug 8, 2025 | 240.92 | -144.45 | 96.47 | 0.60 |
Jul 29, 2025 | 347.82 | -142.67 | 205.15 | 0.41 |
Jul 17, 2025 | 540.79 | -142.07 | 398.72 | 0.26 |
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