Grifols S.A. (GRFS)
GRFS Daily Gamma Exposure
Current Gamma Exposure (GEX) is -151.88999999999987, which is 166% below the 3M average of 230.15447368421056. Over this period, GEX peaked at 1.14K on Jul 30, 2025 and bottomed at -390.1700000000001 on Aug 13, 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 1.08 is elevated versus the recent average of 0.66, suggesting increased put hedging. High GEX volatility (±367.24038432968905) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 15, 2025 | 1,842.23 | -1,994.12 | -151.89 | 1.08 |
| Aug 14, 2025 | 1,703.55 | -1,873.17 | -169.62 | 1.10 |
| Aug 13, 2025 | 1,799.6 | -2,189.77 | -390.17 | 1.22 |
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