(VSS)
VSS Daily Gamma Exposure
Current Gamma Exposure (GEX) is -15.199999999999996, which is -88% below the 3M average of -8.104999999999999. Over this period, GEX peaked at 5.27 on Jul 25, 2025 and bottomed at -39.879999999999995 on Aug 1, 2025, showing a shift between positive and negative gamma regimes. The exposure has been stable recently, indicating steady positioning. Today's put-call gamma ratio of 1.42 is elevated versus the recent average of 0.89, suggesting increased put hedging. High GEX volatility (±15.863871690101378) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 12, 2025 | 36.56 | -51.76 | -15.2 | 1.42 |
| Aug 1, 2025 | 45.5 | -85.38 | -39.88 | 1.88 |
| Jul 25, 2025 | 35.75 | -30.48 | 5.27 | 0.85 |
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