Chubb Limited (CB)
CB Daily Gamma Exposure
Current Gamma Exposure (GEX) is 12.92K, which is 224% above the 3M average of 3.98K. Over this period, GEX peaked at 12.92K on Aug 18, 2025 and bottomed at -11.4K on Aug 8, 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 0.72 is below the recent average of 1.18, indicating call-heavy positioning. High GEX volatility (±6.68K) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 18, 2025 | 45,869.6 | -32,946.71 | 12,922.89 | 0.72 |
| Aug 15, 2025 | 37,819.46 | -31,193.97 | 6,625.49 | 0.82 |
| Aug 14, 2025 | 33,441.91 | -30,479.16 | 2,962.75 | 0.91 |
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