Saratoga Investment Corp. (SAR)
SAR Daily Gamma Exposure
Current Gamma Exposure (GEX) is -532.12, which is 569% below the 3M average of 113.38485714285713. Over this period, GEX peaked at 1.24K on Aug 18, 2025 and bottomed at -532.12 on Aug 27, 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 1.79 is elevated versus the recent average of 0.83, suggesting increased put hedging. High GEX volatility (±322.46233044560125) suggests frequent repositioning and potential regime changes.
GEX History
Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Aug 27, 2025 | 670.82 | -1,202.94 | -532.12 | 1.79 |
Aug 20, 2025 | 739.23 | -997.02 | -257.79 | 1.35 |
Aug 18, 2025 | 2,229.14 | -988.45 | 1,240.69 | 0.44 |
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