Helen of Troy Limited (HELE)
HELE Daily Gamma Exposure
Current Gamma Exposure (GEX) is -2.33K, which is -353% below the 3M average of -513.3470967741933. Over this period, GEX peaked at 919.75 on Jul 23, 2025 and bottomed at -2.33K 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 1.43 is elevated versus the recent average of 1.14, suggesting increased put hedging. High GEX volatility (±449.7327303481591) suggests frequent repositioning and potential regime changes.
GEX History
Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Aug 18, 2025 | 5,362.09 | -7,689.02 | -2,326.93 | 1.43 |
Aug 15, 2025 | 5,109.37 | -6,727.86 | -1,618.49 | 1.32 |
Aug 14, 2025 | 5,068.49 | -5,921.22 | -852.73 | 1.17 |
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