Kenon Ltd. (KEN)
KEN Daily Gamma Exposure
Current Gamma Exposure (GEX) is -24.78, which is 399% below the 3M average of 8.296562499999993. Over this period, GEX peaked at 84.78 on Jul 10, 2025 and bottomed at -74.17000000000002 on Aug 7, 2025, showing a shift between positive and negative gamma regimes. The exposure has been increasing recently, signaling a shift in market maker hedging dynamics. Today's put-call gamma ratio of 1.12 is elevated versus the recent average of 1.01, suggesting increased put hedging. High GEX volatility (±53.78442738199036) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 20, 2025 | 199.7 | -224.48 | -24.78 | 1.12 |
| Aug 18, 2025 | 168.82 | -235.73 | -66.91 | 1.40 |
| Aug 15, 2025 | 149.73 | -197.68 | -47.95 | 1.32 |
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