Hanover Insurance Group I... (THG)
THG Daily Gamma Exposure
Current Gamma Exposure (GEX) is -317.25, which is 245% below the 3M average of 219.0092. Over this period, GEX peaked at 475.15000000000003 on Jul 25, 2025 and bottomed at -643.37 on Aug 8, 2025, showing a shift between positive and negative gamma regimes. The exposure has been decreasing recently, indicating reduced hedging flows that may amplify price swings. Today's put-call gamma ratio of 1.27 is elevated versus the recent average of 0.52, suggesting increased put hedging. High GEX volatility (±232.93736584618622) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 12, 2025 | 1,153.89 | -1,471.14 | -317.25 | 1.27 |
| Aug 8, 2025 | 990.82 | -1,634.19 | -643.37 | 1.65 |
| Aug 5, 2025 | 976.28 | -833.18 | 143.1 | 0.85 |
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