Roku Inc. (ROKU)
ROKU Daily Gamma Exposure
Current Gamma Exposure (GEX) is 73.2K, which is 498% above the 3M average of 12.23K. Over this period, GEX peaked at 73.2K on Aug 18, 2025 and bottomed at -11.38K on May 22, 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 0.50 is below the recent average of 0.73, indicating call-heavy positioning. High GEX volatility (±16.19K) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 18, 2025 | 146,878.64 | -73,680.78 | 73,197.86 | 0.50 |
| Aug 15, 2025 | 130,593.56 | -78,288.59 | 52,304.97 | 0.60 |
| Aug 14, 2025 | 123,545.67 | -82,519.84 | 41,025.83 | 0.67 |
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.