Gamma desk

GEXR

6:22:02 AM NY

CBOE delayed · dealer GEX

S&P 500 ETF

SPY

765.72

SPDR S&P 500

+3.12 (+0.41%)

IV30 12.2%

As of 8:18 PM

Net GEX

−2.69B

Regime

Short gamma

Dealers amplify moves

Call GEX

+3.96B

Put GEX

−6.64B

Key levels

Spot

765.72

King

765

Zero

765.33

Week HVN

766

King node

765

−1.78B

Very strong · −0.72 from spot

Zero gamma

765.33

Gamma flip

−0.39 from spot. Below: short gamma. Above: long gamma.

Neutral

759–771

Low-conviction band

Hedging flow is light. Expect chop until a node is tested.

Week HVN

766

205.5K contracts

Highest weekly volume · +0.28 from spot

Positive gamma

Call walls · resistance / pin above

  • 772Major

    +6.28 · +0.82%

    +208.39M

  • 768

    +2.28 · +0.30%

    +183.00M

  • 774

    +8.28 · +1.08%

    +145.90M

  • 776

    +10.28 · +1.34%

    +134.47M

  • 770

    +4.28 · +0.56%

    +124.01M

Negative gamma

Put walls · air pockets / acceleration

  • 765Major

    −0.72 · −0.09%

    −1.78B

  • 760

    −5.72 · −0.75%

    −327.80M

  • 750

    −15.72 · −2.05%

    −292.46M

  • 763

    −2.72 · −0.36%

    −184.15M

  • 766

    +0.28 · +0.04%

    −173.72M

GEX profile

Strike ladder · dealers long sage, short clay

+GEX−GEX
StrikeExposureWeek vol
  • 810
    373
  • 808
    5
  • 806
    1.8K
  • 804
    6
  • 802
    549
  • 800
    2.8K
  • 798
    214
  • 796
    161
  • 794
    683
  • 792
    518
  • 790
    3.4K
  • 788
    3.5K
  • 786
    2.9K
  • 784
    2.4K
  • 782
    3.5K
  • 780
    18.1K
  • 778
    6.8K
  • 776
    13.7K
  • 774
    18.9K
  • 772
    44.8K
  • 770
    81.9K
  • 768
    79.7K
  • 766
    205.5KHVN
  • 765
    197.9KKing
  • 764
    97.1K
  • 762
    35.3K
  • 760
    91.8K
  • 758
    24.5K
  • 756
    17.8K
  • 754
    13.3K
  • 752
    6.4K
  • 750
    29.6K
  • 748
    4.1K
  • 746
    5.4K
  • 744
    3.1K
  • 742
    2.6K
  • 740
    2.7K
  • 738
    5.0K
  • 736
    12.2K
  • 734
    652
  • 732
    1.6K
  • 730
    3.4K
  • 728
    2.4K
  • 726
    385
  • 724
    7.6K
  • 722
    222
  • 720
    1.4K

Highest volume this week

Contract volume by strike, weekly expiries

  • 766205.5K
  • 765197.9K
  • 767131.2K
  • 76497.1K
  • 76091.8K

Copy king, zero, HVN, and major walls