SPY Gamma Exposure (GEX)

Gamma exposure estimates how much options dealers have to buy or sell the underlying stock as its price moves, based on the options positions currently open in the market.

Last updated 11.7h ago · Delayed 30 min
Spot price
$747.03
Net GEX
$2.08B
Zero Gamma
$744.74

Gamma levels & signals

Metric Value
Call Wall $749.00
Put Wall $740.00
Net DEX $25.12B
Volatility Market makers are long gamma, expect decreased volatility
Magnet Heavy gamma concentration at 749.0 strike
Support Zero gamma level at 744.74
Volatility Heavy negative gamma below 740.0
Resistance Heavy call gamma at 749.0
Resistance Heavy call gamma at 750.0
Resistance Heavy call gamma at 752.0
Resistance Heavy call gamma at 748.0
Support Heavy put gamma at 740.0
Support Heavy put gamma at 730.0
Resistance Heavy call gamma at 755.0
Resistance Heavy call gamma at 754.0

What this is

Gamma exposure estimates how much options dealers have to buy or sell the underlying stock as its price moves, based on the options positions currently open in the market. When net gamma exposure is positive, dealers typically hedge by buying dips and selling rallies, which tends to compress realized volatility. When it flips negative, that hedging flow reverses direction and can amplify moves instead of dampening them. This page shows a delayed snapshot of that picture for SPY, the most heavily traded U.S. equity options underlying, refreshed roughly twice an hour.

How to read it

Net GEX is computed by weighting each open options contract's gamma by its open interest and notional exposure per point of underlying movement, then netting calls against puts under a standard dealer-short convention. The zero-gamma level is the underlying price at which that net figure crosses from positive to negative; the call wall and put wall mark the strikes with the largest concentrations of positive and negative gamma respectively, which often act as short-term price magnets or ceilings. This is a positioning estimate, not a prediction: it describes how dealers are likely to hedge given today's open interest, not what news or order flow will do tomorrow. It says nothing about direction, only about how sensitive price action may be to it.

FAQ

What does positive vs. negative net GEX mean?

Positive net GEX means dealers are broadly long gamma and their hedging tends to dampen price swings. Negative net GEX means dealers are short gamma, and their hedging can amplify moves in either direction.

What is the zero-gamma level?

It's the underlying price where net dealer gamma exposure crosses from positive to negative. Markets below it have historically shown more volatile, trending behavior than markets above it.

Why a dedicated page for SPY instead of one page for every ticker?

SPY is the most liquid U.S. equity options underlying, which makes its options-derived gamma estimate meaningfully more stable than a thinly traded name. QQQ gets its own page for the same reason; most individual tickers don't have deep enough options volume for this kind of estimate to be reliable.

How often does this update?

Roughly every 30 minutes. The freshness line at the top of the page always shows the exact time of the snapshot you're viewing.

Informational only, not investment advice. Figures on this page are delayed by approximately 30 minutes, truncated to the top 15 rows, and refreshed periodically. They are not a real-time feed and are not affiliated with any exchange. For live, full-depth data across equities, crypto, forex, options, and macro, see the OpticAlpha terminal.

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