Valley National Bancorp (VLY)
VLY Daily Gamma Exposure
Current Gamma Exposure (GEX) is 13.11K, which is -369% above the 3M average of -4.88K. Over this period, GEX peaked at 13.11K on Aug 14, 2025 and bottomed at -42.98K on Aug 7, 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 0.50 is below the recent average of 1.70, indicating call-heavy positioning. High GEX volatility (±11.88K) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 14, 2025 | 26,351.95 | -13,246.27 | 13,105.68 | 0.50 |
| Aug 13, 2025 | 31,060.96 | -35,257.63 | -4,196.67 | 1.14 |
| Aug 12, 2025 | 17,945.79 | -45,198.68 | -27,252.89 | 2.52 |
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