iShares SP 100 ETF (OEF)
OEF Daily Gamma Exposure
Current Gamma Exposure (GEX) is 2.52K, which is 150% above the 3M average of 1.01K. Over this period, GEX peaked at 2.52K on Aug 27, 2025 and bottomed at -369.89000000000004 on Jun 2, 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 0.20 is below the recent average of 0.26, indicating call-heavy positioning. High GEX volatility (±786.0951806124799) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 27, 2025 | 3,137.96 | -614.49 | 2,523.47 | 0.20 |
| Aug 25, 2025 | 3,007.62 | -718.68 | 2,288.94 | 0.24 |
| Aug 22, 2025 | 2,988.14 | -756.02 | 2,232.12 | 0.25 |
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