(EPP)
EPP Daily Gamma Exposure
Current Gamma Exposure (GEX) is -96.71, which is -334% below the 3M average of -22.259999999999998. Over this period, GEX peaked at 57.25999999999999 on Jun 9, 2025 and bottomed at -103.47 on Aug 18, 2025, showing a shift between positive and negative gamma regimes. The exposure has been decreasing recently, indicating reduced hedging flows that may amplify price swings. Today's put-call gamma ratio of 2.04 is elevated versus the recent average of 0.33, suggesting increased put hedging. High GEX volatility (±77.87585729865194) suggests frequent repositioning and potential regime changes.
GEX History
Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Aug 19, 2025 | 92.76 | -189.47 | -96.71 | 2.04 |
Aug 18, 2025 | 83.62 | -187.09 | -103.47 | 2.24 |
Jun 9, 2025 | 83.38 | -26.12 | 57.26 | 0.31 |
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