Canadian Pacific Railway ... (CP)
CP Daily Gamma Exposure
Current Gamma Exposure (GEX) is -20.27K, which is 737% below the 3M average of 3.18K. Over this period, GEX peaked at 25.02K on Jul 10, 2025 and bottomed at -73.52K on Jul 31, 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 1.53 is below the recent average of 1.69, indicating call-heavy positioning. High GEX volatility (±23.92K) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 15, 2025 | 37,986.28 | -58,256.62 | -20,270.34 | 1.53 |
| Aug 14, 2025 | 37,302.59 | -58,321.55 | -21,018.96 | 1.56 |
| Aug 13, 2025 | 40,195.77 | -57,907.94 | -17,712.17 | 1.44 |
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