Smith & Nephew (SNN)
SNN Daily Gamma Exposure
Current Gamma Exposure (GEX) is 470.37, which is 176% above the 3M average of 170.2613043478261. Over this period, GEX peaked at 525.22 on Aug 13, 2025 and bottomed at -22.310000000000002 on Jul 22, 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 0.12 is below the recent average of 0.37, indicating call-heavy positioning. High GEX volatility (±191.21649699852165) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 14, 2025 | 535.59 | -65.22 | 470.37 | 0.12 |
| Aug 13, 2025 | 582.75 | -57.53 | 525.22 | 0.10 |
| Aug 12, 2025 | 538.51 | -58.15 | 480.36 | 0.11 |
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