Westinghouse Air Brake Te... (WAB)
WAB Daily Gamma Exposure
Current Gamma Exposure (GEX) is 3.82K, which is 136% above the 3M average of 1.62K. Over this period, GEX peaked at 7.17K on Aug 13, 2025 and bottomed at 117.95999999999998 on Jun 20, 2025, maintaining consistently positive gamma throughout. The exposure has been increasing recently, suggesting growing dealer hedging that could dampen volatility. Today's put-call gamma ratio of 0.39 is elevated versus the recent average of 0.31, suggesting increased put hedging. High GEX volatility (±1.52K) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 14, 2025 | 6,300.01 | -2,478.79 | 3,821.22 | 0.39 |
| Aug 13, 2025 | 8,932.91 | -1,758.44 | 7,174.47 | 0.20 |
| Aug 12, 2025 | 5,845.76 | -1,745.36 | 4,100.4 | 0.30 |
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