Everest Re Group Ltd. (EG)
EG Daily Gamma Exposure
Current Gamma Exposure (GEX) is 9.47K, which is 233% above the 3M average of 2.84K. Over this period, GEX peaked at 10.61K on Aug 20, 2025 and bottomed at -147.22000000000003 on May 28, 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 0.36 is below the recent average of 0.47, indicating call-heavy positioning. High GEX volatility (±2.26K) suggests frequent repositioning and potential regime changes.
GEX History
Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Aug 22, 2025 | 14,750.11 | -5,284.61 | 9,465.5 | 0.36 |
Aug 21, 2025 | 12,597.59 | -3,709.74 | 8,887.85 | 0.29 |
Aug 20, 2025 | 13,812.12 | -3,206.61 | 10,605.51 | 0.23 |
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