Consumer Staples Select S... (XLP)
XLP Daily Gamma Exposure
Current Gamma Exposure (GEX) is -1.33M, which is -289% below the 3M average of -343.49K. Over this period, GEX peaked at -31.6K on Jul 2, 2025 and bottomed at -1.45M on Aug 26, 2025, remaining in negative gamma territory. The exposure has been decreasing recently, indicating reduced hedging flows that may amplify price swings. Today's put-call gamma ratio of 3.40 is elevated versus the recent average of 2.35, suggesting increased put hedging. High GEX volatility (±302.69K) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 27, 2025 | 555,957.23 | -1,890,597.97 | -1,334,640.74 | 3.40 |
| Aug 26, 2025 | 497,965.2 | -1,945,414.26 | -1,447,449.06 | 3.91 |
| Aug 25, 2025 | 518,066.66 | -1,595,282.96 | -1,077,216.3 | 3.08 |
Stop Guessing, Start Knowing.
Cut through market noise with actionable insights that actually help you make confident investment decisions. No more endless research or gut-based guessing.
- Unlimited access to all data and tools
- Unlimited access to all data and tools, giving you the edge over everyone else in the market.
- Realtime Options & Dark Pool Data
- Instant access to live options & dark pool data to spot opportunities and trade with precision before the market moves.
- Top Wallstreet Analyst Ratings
- Follow ratings from the best analysts on Wall Street to stay ahead.
- Up to 30 years financial history
- We deliver premium Wall Street data with top-tier accuracy and up to 30 years of history.