Valley National Bancorp (VLY)
VLY Daily Gamma Exposure
Current Gamma Exposure (GEX) is 154.17K, which is 3354% above the 3M average of 4.46K. Over this period, GEX peaked at 154.17K on Aug 22, 2025 and bottomed at -46.05K on Aug 7, 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 0.08 is below the recent average of 2.13, indicating call-heavy positioning. High GEX volatility (±37.81K) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 22, 2025 | 167,993.82 | -13,820.81 | 154,173.01 | 0.08 |
| Aug 21, 2025 | 134,105.77 | -20,413.87 | 113,691.9 | 0.15 |
| Aug 20, 2025 | 143,921.34 | -18,578.88 | 125,342.46 | 0.13 |
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