Criteo S.A. (CRTO)
CRTO Daily Gamma Exposure
Current Gamma Exposure (GEX) is 10.73K, which is 632% above the 3M average of 1.47K. Over this period, GEX peaked at 10.73K on Aug 18, 2025 and bottomed at -12.550000000000011 on Jun 23, 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 0.09 is below the recent average of 0.39, indicating call-heavy positioning. High GEX volatility (±3.03K) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 18, 2025 | 11,828.94 | -1,098.87 | 10,730.07 | 0.09 |
| Aug 15, 2025 | 11,660.59 | -1,053.42 | 10,607.17 | 0.09 |
| Aug 14, 2025 | 11,661.83 | -991 | 10,670.83 | 0.08 |
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