ProAssurance Corporation (PRA)
PRA Daily Gamma Exposure
Current Gamma Exposure (GEX) is -778.77, which is -1178% below the 3M average of -60.95538461538464. Over this period, GEX peaked at 612.5 on Jul 29, 2025 and bottomed at -778.77 on Aug 26, 2025, showing a shift between positive and negative gamma regimes. The exposure has been decreasing recently, indicating reduced hedging flows that may amplify price swings. Today's put-call gamma ratio of 1.62 is elevated versus the recent average of 1.33, suggesting increased put hedging. High GEX volatility (±364.0531827296958) suggests frequent repositioning and potential regime changes.
GEX History
Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Aug 26, 2025 | 1,258.77 | -2,037.54 | -778.77 | 1.62 |
Aug 25, 2025 | 1,295.81 | -1,968.22 | -672.41 | 1.52 |
Aug 22, 2025 | 1,593.84 | -1,933.43 | -339.59 | 1.21 |
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