(SCZ)
SCZ Daily Gamma Exposure
Current Gamma Exposure (GEX) is -377.80000000000007, which is -448% below the 3M average of -68.94090909090909. Over this period, GEX peaked at 133.08 on Jul 21, 2025 and bottomed at -623.66 on Aug 6, 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 2.47 is elevated versus the recent average of 0.76, suggesting increased put hedging. High GEX volatility (±268.35738106469296) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 15, 2025 | 256.64 | -634.44 | -377.8 | 2.47 |
| Aug 12, 2025 | 173.16 | -664.8 | -491.64 | 3.84 |
| Aug 6, 2025 | 182.22 | -805.88 | -623.66 | 4.42 |
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