Verra Mobility Corporatio... (VRRM)
VRRM Daily Gamma Exposure
Current Gamma Exposure (GEX) is 82.35K, which is 311% above the 3M average of 20.04K. Over this period, GEX peaked at 134.83K on Aug 13, 2025 and bottomed at 0 on Jun 25, 2025, remaining in negative gamma territory. The exposure has been increasing recently, suggesting growing dealer hedging that could dampen volatility. Today's put-call gamma ratio of 0.03 is elevated versus the recent average of 0.02, suggesting increased put hedging. High GEX volatility (±28.9K) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 14, 2025 | 85,273.78 | -2,921.09 | 82,352.69 | 0.03 |
| Aug 13, 2025 | 139,974.06 | -5,144.22 | 134,829.84 | 0.04 |
| Aug 12, 2025 | 84,198.03 | -737.02 | 83,461.01 | 0.01 |
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