PepsiCo Inc. (PEP)
PEP Daily Gamma Exposure
Current Gamma Exposure (GEX) is 216.77K, which is 166% above the 3M average of 81.61K. Over this period, GEX peaked at 258.53K on Aug 14, 2025 and bottomed at -22.28K on Jun 11, 2025, showing a shift between positive and negative gamma regimes. The exposure has been decreasing recently, signaling a shift in market maker hedging dynamics. Today's put-call gamma ratio of 0.71 is below the recent average of 0.75, indicating call-heavy positioning. High GEX volatility (±79.56K) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 22, 2025 | 743,831.38 | -527,059.2 | 216,772.18 | 0.71 |
| Aug 21, 2025 | 659,777.97 | -517,226.55 | 142,551.42 | 0.78 |
| Aug 20, 2025 | 587,484.71 | -525,683.72 | 61,800.99 | 0.89 |
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