iShares 1-3 Year Treasury... (SHY)
SHY Daily Gamma Exposure
Current Gamma Exposure (GEX) is -1.2M, which is -1115% below the 3M average of -98.75K. Over this period, GEX peaked at 69.92K on Aug 21, 2025 and bottomed at -1.57M on Aug 25, 2025, showing a shift between positive and negative gamma regimes. The exposure has been decreasing recently, indicating reduced hedging flows that may amplify price swings. Today's put-call gamma ratio of 7.10 is elevated versus the recent average of 3.45, suggesting increased put hedging. High GEX volatility (±429.78K) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 29, 2025 | 196,797.2 | -1,396,969.3 | -1,200,172.1 | 7.10 |
| Aug 28, 2025 | 171,616.76 | -1,493,989.23 | -1,322,372.47 | 8.71 |
| Aug 27, 2025 | 161,506.51 | -1,441,244.17 | -1,279,737.66 | 8.92 |
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