ΔS

Gamma Exposure Monitor

Market regime
SPX

reading market gamma…
Net GEX
Zero‑gamma
Spot
GEX by strike  ·  $Bn per 1% move
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Method. Net GEX is full‑chain notional dealer gamma from the CBOE delayed chain, dealers assumed long calls and short puts (spot × gamma × open interest × 100 × spot × 0.01). Sign sets the regime: positive gamma dampens moves (dealers fade), negative gamma amplifies them (dealers chase). Zero‑gamma is the cumulative‑by‑strike crossing inside ±15% of spot; when gamma does not cross within that band the flip sits outside it and the rail is marked accordingly. Data is CBOE delayed by roughly 15 minutes and cached for 5 minutes per name.