Elevance Health Inc. (ELV)
ELV Daily Gamma Exposure
Current Gamma Exposure (GEX) is 11.72K, which is 1906% above the 3M average of 584.312419354838. Over this period, GEX peaked at 19.29K on Aug 14, 2025 and bottomed at -14.33K on Aug 6, 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 0.85 is below the recent average of 1.03, indicating call-heavy positioning. High GEX volatility (±6.11K) suggests frequent repositioning and potential regime changes.
GEX History
Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Aug 19, 2025 | 79,299.92 | -67,579.41 | 11,720.51 | 0.85 |
Aug 18, 2025 | 61,997.61 | -74,136.52 | -12,138.91 | 1.20 |
Aug 15, 2025 | 70,865.97 | -56,549.59 | 14,316.38 | 0.80 |
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