Penske Automotive Group I... (PAG)
PAG Daily Gamma Exposure
Current Gamma Exposure (GEX) is 365.19999999999993, which is 139% above the 3M average of 152.9875. Over this period, GEX peaked at 414.32 on Aug 19, 2025 and bottomed at -84.11000000000001 on Jul 30, 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 0.45 is below the recent average of 0.62, indicating call-heavy positioning. High GEX volatility (±122.4908942278976) suggests frequent repositioning and potential regime changes.
GEX History
Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Aug 21, 2025 | 660.18 | -294.98 | 365.2 | 0.45 |
Aug 20, 2025 | 655.22 | -274.97 | 380.25 | 0.42 |
Aug 19, 2025 | 675.36 | -261.04 | 414.32 | 0.39 |
Stop Guessing, Start Knowing.
Cut through market noise with actionable insights that actually help you make confident investment decisions. No more endless research or gut-based guessing.
- Unlimited access to all data and tools
- Unlimited access to all data and tools, giving you the edge over everyone else in the market.
- Realtime Options & Dark Pool Data
- Instant access to live options & dark pool data to spot opportunities and trade with precision before the market moves.
- Top Wallstreet Analyst Ratings
- Follow ratings from the best analysts on Wall Street to stay ahead.
- Up to 30 years financial history
- We deliver premium Wall Street data with top-tier accuracy and up to 30 years of history.