WNS () Limited

NYSE: WNS · Real-Time Price · USD
74.97
0.02 (0.03%)
At close: Aug 15, 2025, 12:38 PM

WNS Daily Gamma Exposure

Current Gamma Exposure (GEX) is 129.74K, which is 146% above the 3M average of 52.7K. Over this period, GEX peaked at 360.62K on Aug 7, 2025 and bottomed at 297.14 on Jun 10, 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 0.14 is elevated versus the recent average of 0.08, suggesting increased put hedging. High GEX volatility (±66.33K) suggests frequent repositioning and potential regime changes.

GEX History

Date Call GEX Put GEX Net GEX P/C GEX
Aug 14, 2025 150,068.52 -20,332.03 129,736.49 0.14
Aug 13, 2025 97,485.02 -7,726.02 89,759 0.08
Aug 12, 2025 132,030.23 -12,219.5 119,810.73 0.09

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