Ermenegildo Zegna N.V. (ZGN)
ZGN Daily Gamma Exposure
Current Gamma Exposure (GEX) is 5.239999999999995, which is -119% above the 3M average of -28.069285714285716. Over this period, GEX peaked at 49 on Jul 23, 2025 and bottomed at -71.61 on May 19, 2025, showing a shift between positive and negative gamma regimes. The exposure has been increasing recently, suggesting growing dealer hedging that could dampen volatility. Today's put-call gamma ratio of 0.96 is below the recent average of 2.27, indicating call-heavy positioning. High GEX volatility (±30.003941280220815) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 13, 2025 | 120.28 | -115.04 | 5.24 | 0.96 |
| Aug 4, 2025 | 119.76 | -158.19 | -38.43 | 1.32 |
| Jul 23, 2025 | 118.54 | -69.54 | 49 | 0.59 |
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