(SCJ)
SCJ Daily Gamma Exposure
Current Gamma Exposure (GEX) is -7.24, which is -77% below the 3M average of -4.096666666666667. Over this period, GEX peaked at 4.890000000000001 on Jun 6, 2025 and bottomed at -9.94 on Aug 4, 2025, showing a shift between positive and negative gamma regimes. The exposure has been stable recently, indicating steady positioning. Today's put-call gamma ratio of 1.52 is elevated versus the recent average of 0.62, suggesting increased put hedging. High GEX volatility (±6.449425469674713) suggests frequent repositioning and potential regime changes.
GEX History
Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Aug 7, 2025 | 13.92 | -21.16 | -7.24 | 1.52 |
Aug 4, 2025 | 6.01 | -15.95 | -9.94 | 2.65 |
Jun 6, 2025 | 8.22 | -3.33 | 4.89 | 0.41 |
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