(SFY)
SFY Daily Gamma Exposure
Current Gamma Exposure (GEX) is 89.15, which is 248% above the 3M average of 25.60363636363636. Over this period, GEX peaked at 89.15 on Aug 13, 2025 and bottomed at -3.6 on Jun 16, 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 0.03 is below the recent average of 0.16, indicating call-heavy positioning. High GEX volatility (±25.704701824136546) suggests frequent repositioning and potential regime changes.
GEX History
Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Aug 13, 2025 | 91.62 | -2.47 | 89.15 | 0.03 |
Aug 8, 2025 | 50.73 | -2.64 | 48.09 | 0.05 |
Aug 5, 2025 | 43.45 | -2.85 | 40.6 | 0.07 |
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