LLY Gamma Exposure (GEX)
LLY $1,282.89 · Updated Oct 26, 4:00 PM ET
LLY total dealer gamma exposure is $114M across all listed expirations. Positive GEX means dealers are net long gamma; their hedging tends to dampen price moves. The gamma flip is $1,177.68, with spot 8.9% above it. The call wall is $1,300.00 and the put wall $1,200.00.
TOTAL GEX
$114M
All expirations, per 1% move
GAMMA FLIP
$1,177.68
-8.2%
CALL WALL
$1,300.00
+1.3%
PUT WALL
$1,200.00
-6.5%
NET GEX BY STRIKE
How this is calculated: Gamma Exposure (GEX) methodology · Gamma exposure explained