Invesco Mortgage Capital ... (IVR)
IVR Daily Gamma Exposure
Current Gamma Exposure (GEX) is 2.54K, which is -897% above the 3M average of -318.58177419354837. Over this period, GEX peaked at 3.95K on Jun 16, 2025 and bottomed at -6.33K on Jul 18, 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 0.83 is below the recent average of 1.12, indicating call-heavy positioning. High GEX volatility (±2.37K) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 22, 2025 | 14,565.81 | -12,026.78 | 2,539.03 | 0.83 |
| Aug 21, 2025 | 12,877.01 | -13,420.84 | -543.83 | 1.04 |
| Aug 20, 2025 | 13,779.96 | -12,457.36 | 1,322.6 | 0.90 |
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