Travelers Companies Inc. (TRV)
TRV Daily Gamma Exposure
Current Gamma Exposure (GEX) is 8.29K, which is 255% above the 3M average of 2.33K. Over this period, GEX peaked at 10.25K on Aug 13, 2025 and bottomed at -2.24K on Jun 23, 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 0.67 is below the recent average of 0.68, indicating call-heavy positioning. High GEX volatility (±2.9K) suggests frequent repositioning and potential regime changes.
GEX History
Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Aug 14, 2025 | 24,900.74 | -16,610.4 | 8,290.34 | 0.67 |
Aug 13, 2025 | 24,507.52 | -14,255.54 | 10,251.98 | 0.58 |
Aug 12, 2025 | 19,589.28 | -12,469.91 | 7,119.37 | 0.64 |
Stop Guessing, Start Knowing.
Cut through market noise with actionable insights that actually help you make confident investment decisions. No more endless research or gut-based guessing.
- Unlimited access to all data and tools
- Unlimited access to all data and tools, giving you the edge over everyone else in the market.
- Realtime Options & Dark Pool Data
- Instant access to live options & dark pool data to spot opportunities and trade with precision before the market moves.
- Top Wallstreet Analyst Ratings
- Follow ratings from the best analysts on Wall Street to stay ahead.
- Up to 30 years financial history
- We deliver premium Wall Street data with top-tier accuracy and up to 30 years of history.