(VCSH)
VCSH Daily Gamma Exposure
Current Gamma Exposure (GEX) is -73.41000000000008, which is -52% above the 3M average of -152.7223076923077. Over this period, GEX peaked at 79.5 on Aug 4, 2025 and bottomed at -291.24 on Jul 14, 2025, showing a shift between positive and negative gamma regimes. The exposure has been increasing recently, signaling a shift in market maker hedging dynamics. Today's put-call gamma ratio of 1.12 is below the recent average of 1.82, indicating call-heavy positioning. High GEX volatility (±123.89619142056267) suggests frequent repositioning and potential regime changes.
GEX History
Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Aug 6, 2025 | 590.03 | -663.44 | -73.41 | 1.12 |
Aug 5, 2025 | 718.73 | -662.97 | 55.76 | 0.92 |
Aug 4, 2025 | 702.77 | -623.27 | 79.5 | 0.89 |
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