Diageo (DEO)
DEO Daily Gamma Exposure
Current Gamma Exposure (GEX) is 10.44K, which is -38004% above the 3M average of -27.551451612902795. Over this period, GEX peaked at 10.44K on Aug 19, 2025 and bottomed at -4.48K on Jul 21, 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 0.57 is below the recent average of 0.83, indicating call-heavy positioning. High GEX volatility (±3.65K) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 19, 2025 | 24,417.88 | -13,974.75 | 10,443.13 | 0.57 |
| Aug 18, 2025 | 24,129.84 | -15,395.25 | 8,734.59 | 0.64 |
| Aug 15, 2025 | 21,710.47 | -15,577.72 | 6,132.75 | 0.72 |
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