Gamma Exposure

Uses live options data to estimate strike-level GEX and highlight possible pin and flip zones across futures and major index symbols.

Call vs Put by Strike

Waiting for live options feed...

Bar Mode

Total Net GEX

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Total Call GEX

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Total Put GEX

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Estimated Flip

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Largest +Net Strike

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Largest -Net Strike

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Formula

call_gex = call_oi * call_gamma * multiplier * spot^2 * 0.01

put_gex = -put_oi * put_gamma * multiplier * spot^2 * 0.01

net_gex = call_gex + put_gex

Gamma uses live option-chain greeks when available and falls back to futures mark-price inference for the futures contracts.

Pipeline

  1. Resolve the selected symbol into live option data
  2. Load nearby strikes for the active chain
  3. Aggregate strike open interest and gamma per expiration
  4. Highlight net exposure, pin zones, and flip estimates