(VCLT)
VCLT Daily Gamma Exposure
Current Gamma Exposure (GEX) is 7.71K, which is 104% above the 3M average of 3.78K. Over this period, GEX peaked at 9.05K on Jul 24, 2025 and bottomed at -1.21K on Jul 11, 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 0.66 is elevated versus the recent average of 0.56, suggesting increased put hedging. High GEX volatility (±2.6K) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 21, 2025 | 22,500.05 | -14,790.32 | 7,709.73 | 0.66 |
| Aug 20, 2025 | 21,291.95 | -14,340.21 | 6,951.74 | 0.67 |
| Aug 19, 2025 | 19,960.32 | -13,142.84 | 6,817.48 | 0.66 |
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