Vera Bradley Inc. (VRA)
VRA Daily Gamma Exposure
Current Gamma Exposure (GEX) is 693.73, which is 65% above the 3M average of 419.61862745098045. Over this period, GEX peaked at 875.46 on Jul 15, 2025 and bottomed at 0 on Jun 25, 2025, remaining in negative gamma territory. The exposure has been increasing recently, suggesting growing dealer hedging that could dampen volatility. Today's put-call gamma ratio of 0.28 is below the recent average of 0.28, indicating call-heavy positioning. High GEX volatility (±284.9816331819601) suggests frequent repositioning and potential regime changes.
GEX History
Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Aug 18, 2025 | 961.18 | -267.45 | 693.73 | 0.28 |
Aug 14, 2025 | 980.58 | -264.15 | 716.43 | 0.27 |
Aug 13, 2025 | 1,011.69 | -240.45 | 771.24 | 0.24 |
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