Varonis Systems Inc. (VRNS)
VRNS Daily Gamma Exposure
Current Gamma Exposure (GEX) is 34.97K, which is 73% above the 3M average of 20.21K. Over this period, GEX peaked at 131.48K on Aug 5, 2025 and bottomed at 0 on Jun 25, 2025, remaining in negative gamma territory. The exposure has been decreasing recently, signaling a shift in market maker hedging dynamics. Today's put-call gamma ratio of 0.07 is below the recent average of 0.10, indicating call-heavy positioning. High GEX volatility (±33.99K) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 14, 2025 | 37,622.94 | -2,652.23 | 34,970.71 | 0.07 |
| Aug 13, 2025 | 58,188.82 | -2,083.88 | 56,104.94 | 0.04 |
| Aug 12, 2025 | 94,092.65 | -2,923.59 | 91,169.06 | 0.03 |
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