Marriott Vacations Worldw... (VAC)
VAC Daily Gamma Exposure
Current Gamma Exposure (GEX) is 2.34K, which is 220% above the 3M average of 731.891607142857. Over this period, GEX peaked at 2.7K on Aug 13, 2025 and bottomed at -48.430000000000064 on Jun 13, 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 0.48 is below the recent average of 0.55, indicating call-heavy positioning. High GEX volatility (±731.7809564143025) suggests frequent repositioning and potential regime changes.
GEX History
Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Aug 14, 2025 | 4,476.55 | -2,134.35 | 2,342.2 | 0.48 |
Aug 13, 2025 | 5,599.79 | -2,894.88 | 2,704.91 | 0.52 |
Aug 12, 2025 | 4,737.57 | -4,017.58 | 719.99 | 0.85 |
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