Sanofi (SNY)
SNY Daily Gamma Exposure
Current Gamma Exposure (GEX) is -21.93K, which is -424% below the 3M average of -4.19K. Over this period, GEX peaked at 4.34K on Jun 2, 2025 and bottomed at -24.22K 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 1.47 is elevated versus the recent average of 1.21, suggesting increased put hedging. High GEX volatility (±4.99K) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 22, 2025 | 46,691.53 | -68,621.79 | -21,930.26 | 1.47 |
| Aug 21, 2025 | 44,227.79 | -68,452.06 | -24,224.27 | 1.55 |
| Aug 20, 2025 | 43,492.87 | -61,351.48 | -17,858.61 | 1.41 |
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