Simplify MBS ETF (MTBA)
MTBA Daily Gamma Exposure
Current Gamma Exposure (GEX) is 132.19, which is -319% above the 3M average of -60.290000000000006. Over this period, GEX peaked at 132.19 on Aug 18, 2025 and bottomed at -174.64999999999998 on Jul 30, 2025, showing a shift between positive and negative gamma regimes. The exposure has been stable recently, indicating steady positioning. Today's put-call gamma ratio of 0.66 is below the recent average of 2.91, indicating call-heavy positioning. High GEX volatility (±115.74878077111654) suggests frequent repositioning and potential regime changes.
GEX History
Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Aug 18, 2025 | 393.12 | -260.93 | 132.19 | 0.66 |
Aug 15, 2025 | 138.92 | -252.64 | -113.72 | 1.82 |
Jul 30, 2025 | 106.48 | -281.13 | -174.65 | 2.64 |
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