Constellation Brands Inc. (STZ)
STZ Daily Gamma Exposure
Current Gamma Exposure (GEX) is -36.65K, which is 1845% below the 3M average of 2.1K. Over this period, GEX peaked at 18.1K on Jul 7, 2025 and bottomed at -36.65K 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 1.39 is elevated versus the recent average of 1.04, suggesting increased put hedging. High GEX volatility (±9.7K) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 20, 2025 | 94,101.94 | -130,749.52 | -36,647.58 | 1.39 |
| Aug 19, 2025 | 87,345.73 | -121,181.26 | -33,835.53 | 1.39 |
| Aug 18, 2025 | 79,047.24 | -104,117.1 | -25,069.86 | 1.32 |
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