Marriott Vacations Worldw... (VAC)
VAC Daily Gamma Exposure
Current Gamma Exposure (GEX) is 1.14K, which is 324% above the 3M average of 269.87884615384615. Over this period, GEX peaked at 1.14K on Aug 22, 2025 and bottomed at -349.56000000000006 on Jul 14, 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 0.55 is below the recent average of 0.73, indicating call-heavy positioning. High GEX volatility (±285.82424888149126) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 22, 2025 | 2,572.57 | -1,427.58 | 1,144.99 | 0.55 |
| Aug 21, 2025 | 2,609.56 | -1,749.15 | 860.41 | 0.67 |
| Aug 20, 2025 | 2,523.66 | -1,753.68 | 769.98 | 0.69 |
Stop Guessing, Start Knowing.
Cut through market noise with actionable insights that actually help you make confident investment decisions. No more endless research or gut-based guessing.
- Unlimited access to all data and tools
- Unlimited access to all data and tools, giving you the edge over everyone else in the market.
- Realtime Options & Dark Pool Data
- Instant access to live options & dark pool data to spot opportunities and trade with precision before the market moves.
- Top Wallstreet Analyst Ratings
- Follow ratings from the best analysts on Wall Street to stay ahead.
- Up to 30 years financial history
- We deliver premium Wall Street data with top-tier accuracy and up to 30 years of history.