Nifty Gamma Exposure 08th May 2023

    Nifty gamma exposure (NiGEX), which measures liquidity and volatility, rose on May 08th with a closing value of 44L, after being at -1L on May 05th. While this indicates a positive gamma environment, it's important to note that NiGEX should not be the sole factor in making investment decisions. Theta, the cost of owning gamma, benefits option owners in this scenario, as well as rewards delta, with call owners seeing a positive effect when asset prices rise. This also reduces directional risk and variance.

An increase in NiGEX, correlating with Nifty which closed with a 1.1% gains on May 08th. Additionally, NiGEX has exhibited volatile behavior over the past 200 days, with an average value of 328K and a median value of 1144K. The value range has been wide, ranging from a low of -116L to a high of 50L.

 To learn more about Gamma Exposure and NiGex, refer to the article on What is GEX (Gamma Exposure)?  

To know more about VIX, visit the NSE page at VIX

Nifty Gamma Exposure 05th May 2023

    Nifty gamma exposure (NiGEX), which measures liquidity and volatility, fell on May 05th with a closing value of -1L, after being at 36L on May 04th.

A decrease in NiGEX, correlated with Nifty which closed with a -1.0% drop on May 05th. Additionally, NiGEX has exhibited volatile behavior over the past 200 days, with an average value of 303K and a median value of 1097K. The value range has been wide, ranging from a low of -116L to a high of 50L.

 To learn more about Gamma Exposure and NiGex, refer to the article on What is GEX (Gamma Exposure)?  

To know more about VIX, visit the NSE page at VIX

Nifty Gamma Exposure 04th May 2023

   Nifty gamma exposure (NiGEX), which measures liquidity and volatility, rose on May 04th with a closing value of 36L, after being at 20L on May 03rd. Not much to infer from this drop. While this indicates a positive gamma environment, it's important to note that NiGEX should not be the sole factor in making investment decisions. Theta, the cost of owning gamma, benefits option owners in this scenario, as well as rewards delta, with call owners seeing a positive effect when asset prices rise. This also reduces directional risk and variance.

An increase in NiGEX, correlating with Nifty which closed with a 0.9% gains on May 04th. Additionally, NiGEX has exhibited volatile behavior over the past 200 days, with an average value of 310K and a median value of 1144K. The value range has been wide, ranging from a low of -116L to a high of 50L.

 To learn more about Gamma Exposure and NiGex, refer to the article on What is GEX (Gamma Exposure)?  

To know more about VIX, visit the NSE page at VIX

Updated Historical Adani Enterprises Gamma Exposure Chart

       Below is the historical chart of Adani Enterprises GEX for the period from January 24, 2022, to May 03, 2023. Gamma exposure, which measures liquidity and volatility, closed down sharply on May 03rd with a closing value of 24K, after being at 354K on May 02nd. 

GEX closed down sharply correlating with -4.5% drop in share price on May 03rd. Additionally, GEX has exhibited volatile behavior over the past 200 days, with an average value of 186K and a median value of 188K. The value range has been wide, ranging from a low of -2074L to a high of 1148L.

Nifty GEX at What is GEX (Gamma Exposure)? .

Historically how Nifty GEX has moved at Historical Nifty GEX

Other links:

Other methodologies for calculation of GEX How to Calculate Gamma Exposure (GEX) and Zero Gamma Level

Updated Historical HDFC Ltd Gamma Exposure Chart

       Below is the historical chart of HDFC Ltd GEX for the period from January 24, 2022, to May 03, 2023. Gamma exposure, which measures liquidity and volatility, closed flat on May 03rd with a closing value of 134K, after being at 136K on May 02nd. 

 GEX closed flat correlating with 0.1% rise in share price on May 03rd. Additionally, GEX has exhibited volatile behavior over the past 200 days, with an average value of 136K and a median value of 137K. The value range has been wide, ranging from a low of -262L to a high of 510L.

Nifty GEX at What is GEX (Gamma Exposure)? .

Historically how Nifty GEX has moved at Historical Nifty GEX

Other links:

Other methodologies for calculation of GEX How to Calculate Gamma Exposure (GEX) and Zero Gamma Level

Nifty Gamma Exposure 03rd May 2023

   Nifty gamma exposure (NiGEX), which measures liquidity and volatility, fell on May 03rd with a closing value of 20L, after being at 37L on May 02nd. Not much to infer from this drop. While this indicates a positive gamma environment, it's important to note that NiGEX should not be the sole factor in making investment decisions. Theta, the cost of owning gamma, benefits option owners in this scenario, as well as rewards delta, with call owners seeing a positive effect when asset prices rise. This also reduces directional risk and variance.

A decrease in NiGEX, correlating with Nifty which closed with a -0.3% drop on May 03rd. Additionally, NiGEX has exhibited volatile behavior over the past 200 days, with an average value of 301K and a median value of 1144K. The value range has been wide, ranging from a low of -116L to a high of 50L.

 To learn more about Gamma Exposure and NiGex, refer to the article on What is GEX (Gamma Exposure)?  

To know more about VIX, visit the NSE page at VIX

Nifty Gamma Exposure 02nd May 2023

    Nifty gamma exposure (NiGEX), which measures liquidity and volatility, rose on May 02nd with a closing value of 37L, after being at 20L on April 28th. Not much to infer from this drop. While this indicates a positive gamma environment, it's important to note that NiGEX should not be the sole factor in making investment decisions. Theta, the cost of owning gamma, benefits option owners in this scenario, as well as rewards delta, with call owners seeing a positive effect when asset prices rise. This also reduces directional risk and variance.

An increase in NiGEX, correlating with Nifty which closed with a 0.8% gains on May 02nd. Additionally, NiGEX has exhibited volatile behavior over the past 200 days, with an average value of 299K and a median value of 1144K. The value range has been wide, ranging from a low of -116L to a high of 50L.

 To learn more about Gamma Exposure and NiGex, refer to the article on What is GEX (Gamma Exposure)?  

To know more about VIX, visit the NSE page at VIX

Updated Historical Tata Steel Gamma Exposure Chart

      Below is the historical chart of Tata Steel GEX for the period from January 20, 2022, to April 28, 2023. Gamma exposure, which measures liquidity and volatility, closed high on April 28th with a closing value of 27L, after being at 20L on April 27th. 

 

 GEX closed higher with 0.3% rinse in share price on April 28th. Additionally, GEX has exhibited volatile behavior over the past 200 days, with an average value of 42L and a median value of 32L. The value range has been wide, ranging from a low of -71L to a high of 172L.

Nifty GEX at What is GEX (Gamma Exposure)? .

Historically how Nifty GEX has moved at Historical Nifty GEX

Other links:

Other methodologies for calculation of GEX How to Calculate Gamma Exposure (GEX) and Zero Gamma Level

Nifty Gamma Exposure 28th April 2023

    Nifty gamma exposure (NiGEX), which measures liquidity and volatility, fell slightly on April 28th with a closing value of 20L, after being at 23L on April 27th. Not much to infer from this drop. While this indicates a positive gamma environment, it's important to note that NiGEX should not be the sole factor in making investment decisions. Theta, the cost of owning gamma, benefits option owners in this scenario, as well as rewards delta, with call owners seeing a positive effect when asset prices rise. This also reduces directional risk and variance.

A decrease in NiGEX, despite Nifty closing with 0.8% gains on April 28th. VIX closed at 10.95. Additionally, NiGEX has exhibited volatile behavior over the past 200 days, with an average value of 291K and a median value of 1144K. The value range has been wide, ranging from a low of -116L to a high of 50L.

 To learn more about Gamma Exposure and NiGex, refer to the article on What is GEX (Gamma Exposure)?  

To know more about VIX, visit the NSE page at VIX