Valaris Limited (VAL)
VAL Daily Gamma Exposure
Current Gamma Exposure (GEX) is 13.23K, which is 317% above the 3M average of 3.17K. Over this period, GEX peaked at 13.23K on Aug 22, 2025 and bottomed at -2.88K on May 30, 2025, showing a shift between positive and negative gamma regimes. The exposure has been stable recently, indicating steady positioning. Today's put-call gamma ratio of 0.60 is below the recent average of 0.78, indicating call-heavy positioning. High GEX volatility (±3.44K) suggests frequent repositioning and potential regime changes.
GEX History
Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Aug 22, 2025 | 33,023.56 | -19,797.83 | 13,225.73 | 0.60 |
Aug 21, 2025 | 28,663.38 | -25,134.88 | 3,528.5 | 0.88 |
Aug 20, 2025 | 27,532.78 | -26,618.01 | 914.77 | 0.97 |
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