Vulcan Materials (VMC)
VMC Daily Gamma Exposure
Current Gamma Exposure (GEX) is 2.2K, which is 206% above the 3M average of 717.8039285714287. Over this period, GEX peaked at 2.35K on Aug 13, 2025 and bottomed at -1.01K on Jul 21, 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 0.58 is below the recent average of 1.03, indicating call-heavy positioning. High GEX volatility (±779.4703249704676) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 15, 2025 | 5,287.22 | -3,088.71 | 2,198.51 | 0.58 |
| Aug 14, 2025 | 5,085.66 | -3,021.46 | 2,064.2 | 0.59 |
| Aug 13, 2025 | 5,173.64 | -2,826.39 | 2,347.25 | 0.55 |
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