VIX Gamma Exposure (GEX)
VIX $18.39 · Updated Oct 26, 4:00 PM ET
VIX total dealer gamma exposure is -$4M across all listed expirations. Negative GEX means dealers are net short gamma; their hedging tends to amplify price moves. The call wall is $20.00 and the put wall $17.00.
TOTAL GEX
-$4M
All expirations, per 1% move
GAMMA FLIP
n/a
CALL WALL
$20.00
+8.8%
PUT WALL
$17.00
-7.6%
NET GEX BY STRIKE
How this is calculated: Gamma Exposure (GEX) methodology · Gamma exposure explained