Constellation Brands Inc. (STZ)
STZ Daily Gamma Exposure
Current Gamma Exposure (GEX) is 46.49K, which is 643% above the 3M average of 6.26K. Over this period, GEX peaked at 46.49K on Aug 14, 2025 and bottomed at -20.81K on Aug 1, 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 0.69 is below the recent average of 0.92, indicating call-heavy positioning. High GEX volatility (±9.13K) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 14, 2025 | 151,544.5 | -105,050.4 | 46,494.1 | 0.69 |
| Aug 13, 2025 | 116,239.37 | -107,667.63 | 8,571.74 | 0.93 |
| Aug 12, 2025 | 110,559.47 | -106,357.7 | 4,201.77 | 0.96 |
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