Cullen/Frost Bankers Inc. (CFR)
CFR Daily Gamma Exposure
Current Gamma Exposure (GEX) is 967.4900000000001, which is 312% above the 3M average of 234.6286486486486. Over this period, GEX peaked at 967.4900000000001 on Aug 22, 2025 and bottomed at -6.82000000000005 on Aug 15, 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 0.29 is below the recent average of 0.50, indicating call-heavy positioning. High GEX volatility (±195.19482532410788) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 22, 2025 | 1,354.14 | -386.65 | 967.49 | 0.29 |
| Aug 19, 2025 | 1,013.12 | -428.56 | 584.56 | 0.42 |
| Aug 18, 2025 | 772.42 | -433.73 | 338.69 | 0.56 |
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