Semrush Inc. (SEMR)
SEMR Daily Gamma Exposure
Current Gamma Exposure (GEX) is 4.63K, which is 303% above the 3M average of 1.15K. Over this period, GEX peaked at 7.5K on Aug 6, 2025 and bottomed at -77.65999999999997 on Jun 24, 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 0.49 is elevated versus the recent average of 0.38, suggesting increased put hedging. High GEX volatility (±1.77K) suggests frequent repositioning and potential regime changes.
GEX History
Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Aug 14, 2025 | 9,053.08 | -4,422.29 | 4,630.79 | 0.49 |
Aug 13, 2025 | 10,519.26 | -4,364.88 | 6,154.38 | 0.41 |
Aug 12, 2025 | 9,333.11 | -5,092.26 | 4,240.85 | 0.55 |
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