Verona Pharma (VRNA)
VRNA Daily Gamma Exposure
Current Gamma Exposure (GEX) is -3.54K, which is -575% below the 3M average of -524.0861290322592. Over this period, GEX peaked at 44.78K on Jul 14, 2025 and bottomed at -103.08K on Jul 31, 2025, showing a shift between positive and negative gamma regimes. The exposure has been decreasing recently, indicating reduced hedging flows that may amplify price swings. Today's put-call gamma ratio of 1.03 is below the recent average of 1.20, indicating call-heavy positioning. High GEX volatility (±24.01K) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 14, 2025 | 136,641.34 | -140,179.32 | -3,537.98 | 1.03 |
| Aug 13, 2025 | 163,820.51 | -167,113.44 | -3,292.93 | 1.02 |
| Aug 12, 2025 | 140,892.89 | -176,920.19 | -36,027.3 | 1.26 |
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