ASML Holding N.V. (ASML)
ASML Daily Gamma Exposure
Current Gamma Exposure (GEX) is 19.01K, which is -7754% above the 3M average of -248.3620967741942. Over this period, GEX peaked at 23.48K on Aug 13, 2025 and bottomed at -41.59K on Aug 6, 2025, showing a shift between positive and negative gamma regimes. The exposure has been increasing recently, suggesting growing dealer hedging that could dampen volatility. Today's put-call gamma ratio of 0.88 is below the recent average of 1.19, indicating call-heavy positioning. High GEX volatility (±15.47K) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 15, 2025 | 162,127.18 | -143,116.75 | 19,010.43 | 0.88 |
| Aug 14, 2025 | 141,646.51 | -139,582.42 | 2,064.09 | 0.99 |
| Aug 13, 2025 | 146,799.41 | -123,315.46 | 23,483.95 | 0.84 |
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