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Gamma exposure (GEX)

An estimate of how much delta hedging the options market must do per point of index or stock movement, aggregated across open interest.

The calculation takes each strike's open-interest, multiplies by that option's gamma and by the contract size, and assigns a sign based on who is assumed to be long or short. The result is a dollar figure describing how many shares dealers must buy or sell for a one-point move.

The number is a model output, not a measurement. Nobody outside the clearing house knows which side of each contract the dealers are on, so every public GEX chart rests on an assumption — usually that customers buy puts and sell calls. Treat it as a hypothesis about flow, not a fact.

Example: a vendor reports $500 million of positive gamma at the $50 strike in XYZ. The implication is that a rally forces dealers to sell and a dip forces them to buy, damping movement near $50 until that open-interest expires or rolls.

Related: dealer-gamma, gamma-squeeze, max-pain, opex-effects

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