Sap Se (SAP)
SAP Daily Gamma Exposure
Current Gamma Exposure (GEX) is -12.61K, which is 903% below the 3M average of 1.57K. Over this period, GEX peaked at 6.58K on Jun 17, 2025 and bottomed at -13.95K on Aug 13, 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 1.55 is elevated versus the recent average of 1.14, suggesting increased put hedging. High GEX volatility (±4.48K) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 15, 2025 | 22,789.3 | -35,395.16 | -12,605.86 | 1.55 |
| Aug 14, 2025 | 21,765.84 | -35,646.24 | -13,880.4 | 1.64 |
| Aug 13, 2025 | 21,224.28 | -35,175.98 | -13,951.7 | 1.66 |
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