XLF Gamma Exposure (GEX)
XLF $56.02 · Updated Oct 26, 4:00 PM ET
XLF total dealer gamma exposure is -$89M across all listed expirations. Negative GEX means dealers are net short gamma; their hedging tends to amplify price moves. The gamma flip is $56.61, with spot 1.0% below it. The call wall is $57.00 and the put wall $54.00.
TOTAL GEX
-$89M
All expirations, per 1% move
GAMMA FLIP
$56.61
+1.1%
CALL WALL
$57.00
+1.7%
PUT WALL
$54.00
-3.6%
NET GEX BY STRIKE
How this is calculated: Gamma Exposure (GEX) methodology · Gamma exposure explained