Shake Shack Inc. (SHAK)
SHAK Daily Gamma Exposure
Current Gamma Exposure (GEX) is -9.98K, which is 866% below the 3M average of 1.3K. Over this period, GEX peaked at 5.16K on Jul 9, 2025 and bottomed at -9.98K on Aug 20, 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 1.41 is elevated versus the recent average of 1.18, suggesting increased put hedging. High GEX volatility (±4.14K) suggests frequent repositioning and potential regime changes.
GEX History
Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Aug 20, 2025 | 24,164.37 | -34,144.54 | -9,980.17 | 1.41 |
Aug 19, 2025 | 25,734.19 | -33,568.32 | -7,834.13 | 1.30 |
Aug 18, 2025 | 24,888.82 | -29,939.3 | -5,050.48 | 1.20 |
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