Donegal Group Inc. (DGICA)
DGICA Daily Gamma Exposure
Current Gamma Exposure (GEX) is 151.14999999999998, which is 168% above the 3M average of 56.476470588235294. Over this period, GEX peaked at 286.44 on Aug 13, 2025 and bottomed at -1.6000000000000014 on Aug 1, 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 0.33 is below the recent average of 0.46, indicating call-heavy positioning. High GEX volatility (±85.18962750594744) suggests frequent repositioning and potential regime changes.
GEX History
Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Aug 21, 2025 | 225.13 | -73.98 | 151.15 | 0.33 |
Aug 13, 2025 | 311.81 | -25.37 | 286.44 | 0.08 |
Aug 12, 2025 | 271.47 | -25.98 | 245.49 | 0.10 |
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