Community Bank System Inc... (CBU)
CBU Daily Gamma Exposure
Current Gamma Exposure (GEX) is 42.25, which is -157% above the 3M average of -73.93714285714285. Over this period, GEX peaked at 42.25 on Aug 18, 2025 and bottomed at -119.78 on Jun 9, 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 0.79 is below the recent average of 8.25, indicating call-heavy positioning. High GEX volatility (±41.12030875171944) suggests frequent repositioning and potential regime changes.
GEX History
Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Aug 18, 2025 | 198.04 | -155.79 | 42.25 | 0.79 |
Aug 14, 2025 | 112.84 | -166.91 | -54.07 | 1.48 |
Aug 13, 2025 | 133.54 | -164.86 | -31.32 | 1.23 |
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