JPMorgan Nasdaq Equity Pr... (JEPQ)
JEPQ Daily Gamma Exposure
Current Gamma Exposure (GEX) is -18.79K, which is 434% below the 3M average of 5.63K. Over this period, GEX peaked at 33.13K on Jul 21, 2025 and bottomed at -92.47K on Aug 11, 2025, showing a shift between positive and negative gamma regimes. The exposure has been increasing recently, signaling a shift in market maker hedging dynamics. Today's put-call gamma ratio of 1.11 is below the recent average of 1.20, indicating call-heavy positioning. High GEX volatility (±24.31K) suggests frequent repositioning and potential regime changes.
GEX History
Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Aug 19, 2025 | 163,704.94 | -182,498.07 | -18,793.13 | 1.11 |
Aug 18, 2025 | 161,801.2 | -160,238.45 | 1,562.75 | 0.99 |
Aug 15, 2025 | 146,518.17 | -164,313.76 | -17,795.59 | 1.12 |
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