NDX Gamma Exposure (GEX)
NDX $29,273.40 · Updated Oct 26, 4:00 PM ET
NDX total dealer gamma exposure is -$361M across all listed expirations. Negative GEX means dealers are net short gamma; their hedging tends to amplify price moves. The gamma flip is $29,321.73, with spot 0.2% below it. The call wall is $29,675.00 and the put wall $28,000.00.
TOTAL GEX
-$361M
All expirations, per 1% move
GAMMA FLIP
$29,321.73
+0.2%
CALL WALL
$29,675.00
+1.4%
PUT WALL
$28,000.00
-4.4%
NET GEX BY STRIKE
How this is calculated: Gamma Exposure (GEX) methodology · Gamma exposure explained
