Varonis Systems Inc. (VRNS)
VRNS Daily Gamma Exposure
Current Gamma Exposure (GEX) is 4.89K, which is 51% above the 3M average of 3.23K. Over this period, GEX peaked at 4.93K on Aug 15, 2025 and bottomed at 0 on Jun 25, 2025, remaining in negative gamma territory. The exposure has been stable recently, indicating steady positioning. Today's put-call gamma ratio of 0.15 is below the recent average of 0.21, indicating call-heavy positioning. Stable GEX patterns (±813.2821869696685) indicate consistent market maker positioning.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 19, 2025 | 5,768.22 | -876.2 | 4,892.02 | 0.15 |
| Aug 18, 2025 | 5,443.59 | -848.55 | 4,595.04 | 0.16 |
| Aug 15, 2025 | 5,824.25 | -893.66 | 4,930.59 | 0.15 |
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