(EDC)
EDC Daily Gamma Exposure
Current Gamma Exposure (GEX) is 645.8499999999999, which is 175% above the 3M average of 234.7215094339623. Over this period, GEX peaked at 823.0300000000001 on Aug 21, 2025 and bottomed at 0 on Jun 25, 2025, remaining in negative gamma territory. The exposure has been increasing recently, suggesting growing dealer hedging that could dampen volatility. Today's put-call gamma ratio of 0.44 is elevated versus the recent average of 0.38, suggesting increased put hedging. High GEX volatility (±190.36722319150988) suggests frequent repositioning and potential regime changes.
GEX History
Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Aug 22, 2025 | 1,157.77 | -511.92 | 645.85 | 0.44 |
Aug 21, 2025 | 1,247.88 | -424.85 | 823.03 | 0.34 |
Aug 20, 2025 | 1,150.32 | -447.21 | 703.11 | 0.39 |
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