PennyMac Financial Servic... (PFSI)
PFSI Daily Gamma Exposure
Current Gamma Exposure (GEX) is 21.56K, which is -1502% above the 3M average of -1.54K. Over this period, GEX peaked at 21.56K on Aug 14, 2025 and bottomed at -9.18K 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 0.50 is below the recent average of 1.15, indicating call-heavy positioning. High GEX volatility (±5.91K) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 14, 2025 | 42,904.47 | -21,346.58 | 21,557.89 | 0.50 |
| Aug 13, 2025 | 39,431.06 | -23,742.33 | 15,688.73 | 0.60 |
| Aug 12, 2025 | 34,567.31 | -33,236.86 | 1,330.45 | 0.96 |
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