RUT Gamma Exposure (GEX)
RUT $2,786.42 · Updated Oct 26, 4:00 PM ET
RUT total dealer gamma exposure is -$1.15B across all listed expirations. Negative GEX means dealers are net short gamma; their hedging tends to amplify price moves. The gamma flip is $2,823.59, with spot 1.3% below it. The call wall is $2,850.00 and the put wall $2,700.00.
TOTAL GEX
-$1.15B
All expirations, per 1% move
GAMMA FLIP
$2,823.59
+1.3%
CALL WALL
$2,850.00
+2.3%
PUT WALL
$2,700.00
-3.1%
NET GEX BY STRIKE
How this is calculated: Gamma Exposure (GEX) methodology · Gamma exposure explained
