Travelers Companies Inc. (TRV)
TRV Daily Gamma Exposure
Current Gamma Exposure (GEX) is 8.49K, which is 343% above the 3M average of 1.92K. Over this period, GEX peaked at 8.49K on Aug 21, 2025 and bottomed at -2.28K 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 0.42 is below the recent average of 0.64, indicating call-heavy positioning. High GEX volatility (±2.04K) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 21, 2025 | 14,764.11 | -6,274.22 | 8,489.89 | 0.42 |
| Aug 20, 2025 | 14,049.65 | -6,086.09 | 7,963.56 | 0.43 |
| Aug 19, 2025 | 13,371.07 | -6,862.54 | 6,508.53 | 0.51 |
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