Snap-on (SNA)
SNA Daily Gamma Exposure
Current Gamma Exposure (GEX) is 549.6800000000001, which is 42% above the 3M average of 388.0135087719299. Over this period, GEX peaked at 1.3K on Aug 14, 2025 and bottomed at -9.800000000000068 on Jun 23, 2025, showing a shift between positive and negative gamma regimes. The exposure has been increasing recently, suggesting growing dealer hedging that could dampen volatility. Today's put-call gamma ratio of 0.69 is elevated versus the recent average of 0.61, suggesting increased put hedging. High GEX volatility (±281.3475037536147) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 19, 2025 | 1,761.69 | -1,212.01 | 549.68 | 0.69 |
| Aug 18, 2025 | 1,448.28 | -1,092.29 | 355.99 | 0.75 |
| Aug 15, 2025 | 1,653.52 | -1,043.28 | 610.24 | 0.63 |
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