Gamma Exposure

Uses cached ES/NQ futures-options family data to show broader strike-level GEX without the legacy live Schwab path.

Call vs Put by Strike

Waiting for cache...

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 is inferred from futures-options midquotes and open interest using the local Black-76 model.

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