(SCJ)
SCJ Daily Gamma Exposure
Current Gamma Exposure (GEX) is -33.37, which is -124% below the 3M average of -14.889999999999997. Over this period, GEX peaked at 4.890000000000001 on Jun 6, 2025 and bottomed at -33.37 on Aug 21, 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 2.38 is elevated versus the recent average of 1.03, suggesting increased put hedging. High GEX volatility (±14.205589040937372) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 21, 2025 | 24.11 | -57.48 | -33.37 | 2.38 |
| Aug 20, 2025 | 14.63 | -43.42 | -28.79 | 2.97 |
| Aug 7, 2025 | 13.92 | -21.16 | -7.24 | 1.52 |
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