Gamma ExposureGEX
伽马敞口
Sentiment & DerivativesP2OptionsApplies to: US stocks
Definition
Market makers' aggregate net Gamma, affecting hedging and volatility.
Formula
Σ(Gamma×OI×multiplier×underlying price²×± sign)
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.
Outputvalue/series
Data source: SpotGamma etc.. Public knowledge, not investment advice.
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Related indicators
Reference metadata — public, well-known indicator definitions. Not investment advice.