XSP Gamma Exposure (GEX)

XSP $767.68 · Updated Oct 26, 4:00 PM ET

XSP total dealer gamma exposure is -$1.47B across all listed expirations. Negative GEX means dealers are net short gamma; their hedging tends to amplify price moves. The gamma flip is $783.85, with spot 2.1% below it. The call wall is $770.00 and the put wall $760.00.

TOTAL GEX
-$1.47B
All expirations, per 1% move
GAMMA FLIP
$783.85
+2.1%
CALL WALL
$770.00
+0.3%
PUT WALL
$760.00
-1.0%

NET GEX BY STRIKE

SpotFlip676698720742764786808830
Positive (long gamma)Negative (short gamma)

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How this is calculated: Gamma Exposure (GEX) methodology · Gamma exposure explained

GAMMA EXPOSURE (GEX) FOR OTHER TICKERS