Telefónica S.A. (TEF)
TEF Daily Gamma Exposure
Current Gamma Exposure (GEX) is 6.49K, which is 27% above the 3M average of 5.1K. Over this period, GEX peaked at 8.48K on Aug 1, 2025 and bottomed at -437.57 on Jun 17, 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 0.07 is below the recent average of 0.11, indicating call-heavy positioning. Stable GEX patterns (±1.76K) indicate consistent market maker positioning.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 14, 2025 | 6,988.75 | -502.3 | 6,486.45 | 0.07 |
| Aug 13, 2025 | 7,422.69 | -526.26 | 6,896.43 | 0.07 |
| Aug 12, 2025 | 6,491.61 | -622.41 | 5,869.2 | 0.10 |
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