伽马敞口Gamma ExposureGEX
Gamma Exposure伽马敞口
情绪指标Sentiment & DerivativesP2 Options适用:美股Applies to: US stocks
定义Definition
Market makers' aggregate net Gamma, affecting hedging and volatility.
计算公式Formula
Σ(Gamma×OI×multiplier×underlying price²×± sign)
解读要点How to read it
Positive Gamma = buy-low/sell-high suppresses volatility; negative Gamma = chase up/dump down amplifies volatility; the Gamma Flip is the key switch.
输出Outputvalue/series
数据来源:SpotGamma etc.。Data source: SpotGamma etc.. 公开知识,不构成投资建议。Public knowledge, not investment advice.
在热门美股上查看伽马敞口的实时计算值 →See Gamma Exposure computed live on popular US stocks →
相关指标Related indicators
参考元数据 —— 公开、通用的指标定义。非投资建议。Reference metadata — public, well-known indicator definitions. Not investment advice.