Immunocore (IMCR)
IMCR Daily Gamma Exposure
Current Gamma Exposure (GEX) is -26.57K, which is -190% below the 3M average of -9.16K. Over this period, GEX peaked at -1.44K on Jul 17, 2025 and bottomed at -26.57K on Aug 28, 2025, remaining in negative gamma territory. The exposure has been stable recently, indicating steady positioning. Today's put-call gamma ratio of 6.11 is elevated versus the recent average of 5.16, suggesting increased put hedging. High GEX volatility (±9.54K) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 28, 2025 | 5,196.6 | -31,762.09 | -26,565.49 | 6.11 |
| Aug 27, 2025 | 5,245.1 | -28,910.79 | -23,665.69 | 5.51 |
| Aug 26, 2025 | 4,183.1 | -28,755.46 | -24,572.36 | 6.87 |
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