iShares MSCI EAFE Value E... (EFV)
EFV Daily Gamma Exposure
Current Gamma Exposure (GEX) is 78.22K, which is 271% above the 3M average of 21.1K. Over this period, GEX peaked at 129.54K on Aug 26, 2025 and bottomed at -1.04K on Aug 11, 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 0.01 is below the recent average of 1.73, indicating call-heavy positioning. High GEX volatility (±40.54K) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 28, 2025 | 78,808.68 | -587.13 | 78,221.55 | 0.01 |
| Aug 26, 2025 | 129,926.04 | -384.09 | 129,541.95 | 0.00 |
| Aug 25, 2025 | 84,114.57 | -549.34 | 83,565.23 | 0.01 |
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