(VCR)
VCR Daily Gamma Exposure
Current Gamma Exposure (GEX) is 242.49, which is -246% above the 3M average of -165.79694444444442. Over this period, GEX peaked at 301.96000000000004 on Aug 14, 2025 and bottomed at -792.31 on Jun 5, 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 0.75 is below the recent average of 1.14, indicating call-heavy positioning. High GEX volatility (±215.3264568796186) suggests frequent repositioning and potential regime changes.
GEX History
Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Aug 15, 2025 | 958.54 | -716.05 | 242.49 | 0.75 |
Aug 14, 2025 | 944.08 | -642.12 | 301.96 | 0.68 |
Aug 13, 2025 | 870.96 | -653.57 | 217.39 | 0.75 |
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