Ambev S.A. (ABEV)
ABEV Daily Gamma Exposure
Current Gamma Exposure (GEX) is -2.38K, which is 115% below the 3M average of 15.73K. Over this period, GEX peaked at 48.03K on Jul 2, 2025 and bottomed at -2.39K on Aug 13, 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 1.05 is elevated versus the recent average of 0.84, suggesting increased put hedging. High GEX volatility (±9K) suggests frequent repositioning and potential regime changes.
GEX History
Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Aug 18, 2025 | 45,422.58 | -47,800.91 | -2,378.33 | 1.05 |
Aug 15, 2025 | 45,352.17 | -43,478.37 | 1,873.8 | 0.96 |
Aug 14, 2025 | 46,558.71 | -46,131.86 | 426.85 | 0.99 |
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