Verrica Pharmaceuticals I...

NASDAQ: VRCA · Real-Time Price · USD
6.01
-0.15 (-2.36%)
At close: Aug 19, 2025, 1:51 PM

VRCA Daily Gamma Exposure

Current Gamma Exposure (GEX) is 933.33, which is 71% above the 3M average of 544.6857142857143. Over this period, GEX peaked at 1.05K on Jul 14, 2025 and bottomed at 16.69 on Jun 9, 2025, maintaining consistently positive gamma throughout. The exposure has been increasing recently, suggesting growing dealer hedging that could dampen volatility. Today's put-call gamma ratio of 0.00 is elevated versus the recent average of 0.00, suggesting increased put hedging. High GEX volatility (±373.87549500782603) suggests frequent repositioning and potential regime changes.

GEX History

Date Call GEX Put GEX Net GEX P/C GEX
Jul 24, 2025 937.57 -4.24 933.33 0.00
Jul 23, 2025 752.55 0 752.55 0.00
Jul 21, 2025 786.84 0 786.84 0.00

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.