Ellington Financial Inc. (EFC)
EFC Daily Gamma Exposure
Current Gamma Exposure (GEX) is 2.45K, which is 150% above the 3M average of 978.9191228070172. Over this period, GEX peaked at 3.88K on Jul 9, 2025 and bottomed at -711.3699999999999 on Aug 18, 2025, showing a shift between positive and negative gamma regimes. The exposure has been decreasing recently, signaling a shift in market maker hedging dynamics. Today's put-call gamma ratio of 0.44 is below the recent average of 0.81, indicating call-heavy positioning. High GEX volatility (±1.02K) suggests frequent repositioning and potential regime changes.
GEX History
Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Aug 19, 2025 | 4,372.44 | -1,924.97 | 2,447.47 | 0.44 |
Aug 18, 2025 | 4,522.28 | -5,233.65 | -711.37 | 1.16 |
Aug 15, 2025 | 4,356.62 | -4,013.12 | 343.5 | 0.92 |
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