Gamma by symbol
Gamma exposure by symbol
The volume and open-interest books, the zero-gamma flip and the walls for 140 symbols, rebuilt from the option chain through the session, with the model's assumptions written on every page. The bar is net gamma against the symbol's own option turnover, so an index and a small stock sit on one scale. SPX also runs on a live engine in the terminal, every second, with a third book signed from the trade tape.
Futures: the SPX, NDX and RUT books at the future's price, 15 minutes late or the last close
| future | price | flip | call wall | put wall | as of |
|---|---|---|---|---|---|
| ES E-mini S&P 500 · ESZ26 | 7,572.26 | 7,629.11 | 7,480.75 | 7,580.75 | 15:59 ET, close |
| NQ E-mini Nasdaq-100 · NQZ26 | 28,223.33 | 28,593.91 | 29,139.25 | 28,139.25 | 16:15 ET, close |
| RTY E-mini Russell 2000 · RTYZ26 | 2,820.20 | 2,851.48 | 2,859.10 | 2,819.10 | 16:15 ET, close |
ES, NQ and RTY are views, not option chains of their own: every SPX (NDX, RUT) level moved by the day's basis, measured from put-call parity on the index options, with no CME data. MES, MNQ and M2K trade at the same prices. ES · NQ · RTY
AllIndexETFStocksorted bysize against own volumenet gamma, dollarsdistance to the flipprints a secondsymbol
| symbol | class | spot | net gamma / own volume | net, per 1% | to flip | call wall | put wall | regime | trust | refresh | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| IEF iShares 7-10 Year Treasury Bond ETF | etf | 91.45 | +10.74x | +$52M | -6.0% | 93.00 | 89.50 | above the flip | B | 5 min | |
| HYG iShares iBoxx High Yield Corporate Bond ETF | etf | 76.97 | -7.81x | -$190M | n/a | 78.00 | 76.00 | below the flip | B | 5 min | |
| XLU Utilities Select Sector SPDR | etf | 43.61 | +4.34x | +$8M | -4.0% | 44.00 | 42.00 | above the flip | B | 5 min | |
| SH ProShares Short S&P 500 (-1x) | etf | 32.78 | +4.14x | +$51K | n/a | 33.00 | 32.00 | above the flip | B | 5 min | |
| PG Procter & Gamble | stock | 163.8 | +3.86x | +$15M | -6.5% | 165 | 155 | above the flip | D | 5 min | |
| UUP Invesco DB US Dollar Index Bullish Fund | etf | 28.20 | +3.81x | +$10K | n/a | 28.00 | n/a | above the flip | B | 5 min | |
| SPY SPDR S&P 500 ETF | etf | 753.1 | -3.48x | -$10.07B | 0.9% | 765 | 750 | below the flip | A | 5 min | |
| F Ford Motor | stock | 12.59 | +3.28x | +$3M | -11.7% | 13.00 | 11.00 | above the flip | D | 5 min | |
| COST Costco Wholesale | stock | 1041 | +2.94x | +$147M | -3.3% | 1065 | 1000 | above the flip | D | 5 min | |
| WFC Wells Fargo | stock | 85.52 | +2.56x | +$6M | -6.2% | 86.00 | 83.00 | above the flip | D | 5 min | |
| SPX S&P 500 index | index | 7555 | -2.51x | -$33.43B | 0.7% | 7700 | 7500 | below the flip | A | 1 s | |
| IWM iShares Russell 2000 ETF | etf | 279.4 | -2.39x | -$676M | 1.3% | 285 | 277 | below the flip | B | 5 min | |
| GME GameStop | stock | 24.16 | +2.22x | +$7M | n/a | 25.00 | 23.00 | above the flip | D | 5 min | |
| WMT Walmart | stock | 127.7 | +2.20x | +$40M | -4.5% | 130 | 124 | above the flip | D | 5 min | |
| NFLX Netflix | stock | 62.39 | +2.10x | +$31M | -6.9% | 63.00 | 60.00 | above the flip | D | 5 min | |
| JNJ Johnson & Johnson | stock | 270.8 | -2.09x | -$14M | 3.3% | 280 | 260 | below the flip | D | 5 min | |
| XLK Technology Select Sector SPDR | etf | 174.8 | -1.98x | -$11M | n/a | 185 | 180 | below the flip | B | 5 min | |
| TLT iShares 20+ Year Treasury Bond ETF | etf | 81.58 | +1.98x | +$98M | -1.1% | 83.00 | 78.00 | above the flip | B | 5 min | |
| XLP Consumer Staples Select Sector SPDR | etf | 90.76 | -1.89x | -$17M | 3.9% | 92.00 | 87.00 | below the flip | B | 5 min | |
| KRE SPDR S&P Regional Banking ETF | etf | 73.52 | -1.83x | -$19M | 7.0% | 74.00 | 72.00 | below the flip | B | 5 min | |
| NKE Nike | stock | 39.13 | +1.67x | +$4M | -9.6% | 40.00 | 35.00 | above the flip | D | 5 min | |
| MCD McDonald's | stock | 265.5 | +1.66x | +$14M | -5.3% | 275 | 250 | above the flip | D | 5 min | |
| XLF Financial Select Sector SPDR | etf | 57.48 | -1.63x | -$15M | 2.1% | 58.00 | 57.00 | below the flip | B | 5 min | |
| PFE Pfizer | stock | 30.50 | +1.62x | +$6M | -6.0% | 31.00 | 30.00 | above the flip | D | 5 min | |
| RIVN Rivian Automotive | stock | 13.17 | +1.62x | +$4M | n/a | 13.50 | 11.50 | above the flip | D | 5 min | |
| SMH VanEck Semiconductor ETF | etf | 509.8 | -1.57x | -$208M | n/a | 550 | 500 | below the flip | B | 5 min | |
| XLI Industrial Select Sector SPDR | etf | 169.3 | -1.55x | -$4M | 4.8% | 179 | 167 | below the flip | B | 5 min | |
| ARKK ARK Innovation ETF | etf | 79.09 | -1.53x | -$5M | n/a | 83.50 | 79.00 | below the flip | B | 5 min | |
| BAC Bank of America | stock | 49.58 | +1.53x | +$6M | -3.9% | 51.00 | 49.50 | above the flip | D | 5 min | |
| GLD SPDR Gold Shares | etf | 361.6 | +1.45x | +$109M | -2.0% | 365 | 355 | above the flip | B | 5 min | |
| RSP Invesco S&P 500 Equal Weight ETF | etf | 220 | +1.43x | +$4M | -1.2% | 225 | 215 | above the flip | B | 5 min | |
| BA Boeing | stock | 175.4 | +1.35x | +$20M | -6.5% | 180 | 165 | above the flip | D | 5 min | |
| SQQQ ProShares UltraPro Short QQQ (-3x) | etf | 43.52 | +1.31x | +$3M | n/a | 42.00 | 39.00 | above the flip | B | 5 min | |
| VXX iPath Series B S&P 500 VIX Short-Term Futures ETN | etf | 19.18 | +1.27x | +$2M | n/a | 19.00 | 17.00 | above the flip | B | 5 min | |
| BABA Alibaba Group | stock | 101.6 | +1.25x | +$12M | -7.3% | 105 | 97 | above the flip | D | 5 min | |
| GOOG Alphabet (class C) | stock | 278.1 | +1.23x | +$77M | -3.9% | 285 | 270 | above the flip | D | 5 min | |
| FSLR First Solar | stock | 181.9 | +1.22x | +$7M | -14.9% | 200 | 170 | above the flip | D | 5 min | |
| IBIT iShares Bitcoin Trust | etf | 43.40 | -1.20x | -$20M | 2.7% | 46.00 | 42.50 | below the flip | B | 5 min | |
| EWZ iShares MSCI Brazil ETF | etf | 32.36 | -1.18x | -$7M | n/a | 34.00 | 31.00 | below the flip | B | 5 min | |
| LQD iShares iBoxx Investment Grade Corporate Bond ETF | etf | 103.7 | -1.15x | -$6M | 2.9% | 105 | 104 | below the flip | B | 5 min | |
| JPM JPMorgan Chase | stock | 341.1 | +1.14x | +$13M | -1.7% | 350 | 330 | above the flip | D | 5 min | |
| GOOGL Alphabet | stock | 279.1 | +1.13x | +$110M | -3.5% | 285 | 270 | above the flip | D | 5 min | |
| NDX Nasdaq-100 index | index | 28084 | -1.08x | -$986M | 1.3% | 28550 | 28000 | below the flip | B | 5 min | |
| IBM IBM | stock | 252.8 | +1.03x | +$8M | -4.0% | 265 | 255 | above the flip | D | 5 min | |
| XLC Communication Services Select Sector SPDR | etf | 101.2 | +1.02x | +$250K | n/a | 105 | 95 | above the flip | B | 5 min | |
| DIA SPDR Dow Jones Industrial Average ETF | etf | 519.5 | -1.01x | -$20M | 0.9% | 525 | 515 | below the flip | B | 5 min | |
| SLV iShares Silver Trust | etf | 45.63 | +1.00x | +$10M | -7.0% | 47.00 | 43.00 | above the flip | B | 5 min | |
| QQQ Invesco QQQ Trust | etf | 683.2 | -0.99x | -$1.94B | 0.9% | 700 | 680 | below the flip | A | 5 min | |
| TSLL Direxion Daily TSLA Bull 2X | etf | 11.40 | +0.97x | +$1M | n/a | 12.00 | 10.50 | above the flip | B | 5 min | |
| SPXS Direxion Daily S&P 500 Bear 3X | etf | 25.95 | +0.95x | +$506K | n/a | 26.00 | 25.00 | above the flip | B | 5 min | |
| UNG United States Natural Gas Fund | etf | 9.01 | +0.92x | +$259K | n/a | 9.50 | 8.50 | above the flip | B | 5 min | |
| DJX Dow Jones Industrial Average (1/100) | index | 520.2 | +0.92x | +$520K | -1.8% | 520 | 530 | walls crossed | B | 5 min | |
| XOM Exxon Mobil | stock | 179.9 | -0.88x | -$8M | 2.5% | 190 | 180 | below the flip | D | 5 min | |
| TSLA Tesla | stock | 403.8 | +0.81x | +$294M | -3.3% | 420 | 400 | above the flip | C | 5 min | |
| KO Coca-Cola | stock | 95.92 | +0.80x | +$4M | -1.1% | 96.00 | 91.00 | above the flip | D | 5 min | |
| NOW ServiceNow | stock | 106.1 | +0.79x | +$9M | -7.6% | 110 | 100 | above the flip | D | 5 min | |
| XLE Energy Select Sector SPDR | etf | 67.49 | -0.78x | -$15M | 2.1% | 70.00 | 66.00 | below the flip | B | 5 min | |
| UVXY ProShares Ultra VIX Short-Term Futures | etf | 19.32 | +0.77x | +$754K | n/a | 19.00 | 17.00 | above the flip | B | 5 min | |
| TEM Tempus AI | stock | 78.53 | +0.76x | +$4M | n/a | 80.00 | 72.00 | above the flip | D | 5 min | |
| XLRE Real Estate Select Sector SPDR | etf | 43.65 | -0.75x | -$43K | 4.0% | 44.00 | 43.00 | below the flip | B | 5 min | |
| SOFI SoFi Technologies | stock | 16.60 | +0.74x | +$3M | -6.4% | 18.00 | 16.50 | above the flip | D | 5 min | |
| XBI SPDR S&P Biotech ETF | etf | 152.4 | -0.71x | -$2M | 5.2% | 142 | 145 | walls crossed | B | 5 min | |
| FXI iShares China Large-Cap ETF | etf | 33.21 | -0.71x | -$1M | 1.5% | 33.50 | 32.50 | below the flip | B | 5 min | |
| UBER Uber Technologies | stock | 66.67 | +0.70x | +$4M | -8.3% | 70.00 | 60.00 | above the flip | D | 5 min | |
| V Visa | stock | 425.4 | +0.70x | +$12M | -1.5% | 440 | 407.5 | above the flip | D | 5 min | |
| AAPL Apple | stock | 338.7 | -0.63x | -$269M | 2.0% | 350 | 320 | below the flip | C | 5 min | |
| DRAM Roundhill Memory ETF | etf | 46.64 | +0.62x | +$5M | n/a | 50.00 | 46.00 | above the flip | B | 5 min | |
| XLY Consumer Discretionary Select Sector SPDR | etf | 118.1 | +0.60x | +$294K | -4.5% | 120 | 118 | above the flip | B | 5 min | |
| RUT Russell 2000 index | index | 2811 | -0.58x | -$124M | 0.6% | 2850 | 2780 | below the flip | B | 5 min | |
| USO United States Oil Fund | etf | 156.8 | -0.58x | -$20M | 3.7% | 160 | 150 | below the flip | B | 5 min | |
| SVXY ProShares Short VIX Short-Term Futures (-0.5x) | etf | 61.07 | -0.57x | -$30K | n/a | 62.00 | 55.00 | below the flip | B | 5 min | |
| GS Goldman Sachs | stock | 898.9 | +0.54x | +$11M | -1.9% | 920 | 905 | above the flip | D | 5 min | |
| OKLO Oklo | stock | 23.51 | +0.53x | +$644K | n/a | 27.00 | 20.00 | above the flip | D | 5 min | |
| MA Mastercard | stock | 658.5 | +0.52x | +$6M | -0.8% | 660 | 615 | above the flip | D | 5 min | |
| SOXS Direxion Daily Semiconductor Bear 3X | etf | 57.81 | +0.50x | +$2M | n/a | 60.00 | 51.00 | above the flip | B | 5 min | |
| HOOD Robinhood Markets | stock | 83.82 | +0.47x | +$11M | -8.5% | 90.00 | 80.00 | above the flip | D | 5 min | |
| SMCI Super Micro Computer | stock | 30.44 | +0.47x | +$2M | n/a | 33.00 | 30.00 | above the flip | D | 5 min | |
| RIOT Riot Platforms | stock | 11.79 | -0.46x | -$2M | n/a | 12.50 | 11.00 | below the flip | D | 5 min | |
| APLD Applied Digital | stock | 16.23 | +0.46x | +$617K | -14.6% | 17.50 | 15.00 | above the flip | D | 5 min | |
| ORCL Oracle | stock | 119.2 | -0.46x | -$28M | 5.3% | 130 | 120 | below the flip | D | 5 min | |
| U Unity Software | stock | 38.91 | +0.46x | +$320K | -14.6% | 40.00 | 38.00 | above the flip | D | 5 min | |
| ABBV AbbVie | stock | 289 | +0.42x | +$1M | -0.9% | 292.5 | 285 | above the flip | D | 5 min | |
| EEM iShares MSCI Emerging Markets ETF | etf | 61.24 | -0.41x | -$3M | 1.5% | 63.00 | 59.00 | below the flip | B | 5 min | |
| DELL Dell Technologies | stock | 392.8 | -0.41x | -$14M | 7.9% | 450 | 350 | below the flip | D | 5 min | |
| SPXL Direxion Daily S&P 500 Bull 3X | etf | 267 | +0.40x | +$474K | -2.0% | 290 | 255 | above the flip | B | 5 min | |
| VIX Volatility Index | index | 20.94 | +0.39x | +$8M | n/a | 20.00 | 17.50 | above the flip | B | 5 min | |
| XLV Health Care Select Sector SPDR | etf | 184.6 | -0.37x | -$2M | 0.8% | 190 | 180 | below the flip | B | 5 min | |
| XSP Mini-SPX index | index | 755.4 | -0.35x | -$35M | 0.1% | 756 | 750 | below the flip | B | 5 min | |
| LULU Lululemon Athletica | stock | 107.8 | +0.35x | +$664K | -2.6% | 110 | 95 | above the flip | D | 5 min | |
| NVDA NVIDIA | stock | 202.2 | +0.35x | +$86M | -1.3% | 210 | 202.5 | above the flip | C | 5 min | |
| CRCL Circle Internet Group | stock | 72.12 | +0.33x | +$1M | -8.7% | 80.00 | 70.00 | above the flip | D | 5 min | |
| AVGO Broadcom | stock | 322.5 | +0.30x | +$16M | -2.2% | 340 | 320 | above the flip | D | 5 min | |
| UVIX 2x Long VIX Futures ETF | etf | 42.08 | +0.30x | +$437K | n/a | 40.00 | 39.50 | above the flip | B | 5 min | |
| MRVL Marvell Technology | stock | 171.4 | -0.29x | -$16M | 6.2% | 195 | 165 | below the flip | D | 5 min | |
| EWY iShares MSCI South Korea ETF | etf | 152.6 | -0.28x | -$3M | 3.1% | 160 | 145 | below the flip | B | 5 min | |
| RKLB Rocket Lab | stock | 52.05 | +0.27x | +$951K | -4.8% | 55.00 | 50.00 | above the flip | D | 5 min | |
| TQQQ ProShares UltraPro QQQ (3x) | etf | 59.42 | +0.27x | +$4M | -4.4% | 65.00 | 60.00 | above the flip | B | 5 min | |
| XLB Materials Select Sector SPDR | etf | 53.44 | +0.27x | +$27K | -1.1% | 55.00 | 50.00 | above the flip | B | 5 min | |
| KWEB KraneShares CSI China Internet ETF | etf | 23.33 | +0.27x | +$387K | -0.9% | 24.00 | 22.50 | above the flip | B | 5 min | |
| ETHA iShares Ethereum Trust | etf | 50.76 | -0.26x | -$584K | 2.3% | 51.50 | 49.00 | below the flip | B | 5 min | |
| SPCX SpaceX | stock | 136.3 | +0.25x | +$20M | -1.7% | 150 | 130 | above the flip | D | 5 min | |
| SHOP Shopify | stock | 155.8 | -0.25x | -$3M | 6.8% | 160 | 135 | below the flip | D | 5 min | |
| SVIX -1x Short VIX Futures ETF | etf | 25.69 | +0.25x | +$37K | -7.3% | 28.00 | 26.00 | above the flip | B | 5 min | |
| SOXX iShares Semiconductor ETF | etf | 455.3 | +0.24x | +$12M | -2.2% | 490 | 440 | above the flip | B | 5 min | |
| LRCX Lam Research | stock | 227.5 | +0.23x | +$1M | -4.3% | 240 | 230 | above the flip | D | 5 min | |
| MARA MARA Holdings | stock | 6.42 | +0.21x | +$123K | -8.6% | 7.00 | 6.50 | above the flip | D | 5 min | |
| RDDT Reddit | stock | 91.10 | +0.21x | +$1M | -3.1% | 100.00 | 85.00 | above the flip | D | 5 min | |
| NBIS Nebius Group | stock | 141.3 | +0.21x | +$5M | -7.7% | 160 | 145 | above the flip | D | 5 min | |
| QCOM Qualcomm | stock | 161.9 | +0.21x | +$1M | -3.4% | 175 | 150 | above the flip | D | 5 min | |
| AMAT Applied Materials | stock | 374.9 | -0.18x | -$2M | 2.6% | 425 | 375 | below the flip | D | 5 min | |
| GDX VanEck Gold Miners ETF | etf | 79.21 | +0.18x | +$927K | -0.6% | 84.00 | 77.00 | above the flip | B | 5 min | |
| ARM Arm Holdings | stock | 197 | -0.18x | -$1M | 6.1% | 220 | 185 | below the flip | D | 5 min | |
| PANW Palo Alto Networks | stock | 351.9 | -0.17x | -$1M | 2.2% | 400 | 360 | below the flip | D | 5 min | |
| ASTS AST SpaceMobile | stock | 36.31 | +0.17x | +$487K | -6.4% | 40.00 | 35.00 | above the flip | D | 5 min | |
| COIN Coinbase Global | stock | 137.8 | +0.16x | +$2M | -2.3% | 150 | 130 | above the flip | D | 5 min | |
| IREN Iris Energy | stock | 22.03 | +0.16x | +$941K | -13.2% | 25.00 | 20.00 | above the flip | D | 5 min | |
| LLY Eli Lilly | stock | 1412 | +0.16x | +$8M | -0.8% | 1500 | 1300 | above the flip | D | 5 min | |
| CRM Salesforce | stock | 226 | -0.15x | -$558K | 1.0% | 250 | 225 | below the flip | D | 5 min | |
| SOXL Direxion Daily Semiconductor Bull 3X | etf | 69.02 | +0.15x | +$4M | -8.2% | 72.00 | 65.00 | above the flip | B | 5 min | |
| INTC Intel | stock | 59.95 | +0.14x | +$8M | -2.1% | 65.00 | 60.00 | above the flip | C | 5 min | |
| ADBE Adobe | stock | 251.6 | +0.13x | +$824K | -1.6% | 260 | 245 | above the flip | D | 5 min | |
| AMD Advanced Micro Devices | stock | 466.6 | -0.13x | -$24M | 2.7% | 530 | 450 | below the flip | D | 5 min | |
| AMZN Amazon | stock | 245.8 | +0.13x | +$19M | -0.4% | 260 | 245 | above the flip | C | 5 min | |
| APP AppLovin | stock | 229.4 | -0.13x | -$984K | 9.2% | 260 | 220 | below the flip | D | 5 min | |
| CRWV CoreWeave | stock | 50.16 | +0.12x | +$2M | -4.6% | 55.00 | 50.00 | above the flip | D | 5 min | |
| MRNA Moderna | stock | 220.9 | +0.12x | +$947K | -2.6% | 230 | 220 | above the flip | D | 5 min | |
| TSM Taiwan Semiconductor | stock | 398.9 | +0.12x | +$4M | -0.6% | 420 | 400 | above the flip | D | 5 min | |
| UNH UnitedHealth Group | stock | 400.5 | +0.11x | +$2M | -0.4% | 420 | 390 | above the flip | D | 5 min | |
| SNOW Snowflake | stock | 290.6 | +0.09x | +$785K | -1.5% | 305 | 267.5 | above the flip | D | 5 min | |
| CRWD CrowdStrike | stock | 241.8 | +0.08x | +$1M | -0.8% | 260 | 240 | above the flip | D | 5 min | |
| CLSK CleanSpark | stock | 7.13 | -0.08x | -$22K | 2.3% | 8.00 | 7.00 | below the flip | D | 5 min | |
| HIMS Hims & Hers Health | stock | 25.24 | +0.07x | +$108K | -1.6% | 29.00 | 26.00 | above the flip | D | 5 min | |
| META Meta Platforms | stock | 606.6 | -0.06x | -$10M | 0.2% | 620 | 600 | below the flip | D | 5 min | |
| IONQ IonQ | stock | 28.15 | +0.06x | +$92K | -3.3% | 31.00 | 28.00 | above the flip | D | 5 min | |
| MSTR Strategy | stock | 130.8 | +0.05x | +$1M | -0.8% | 140 | 125 | above the flip | D | 5 min | |
| MU Micron Technology | stock | 833.4 | -0.05x | -$22M | 0.4% | 900 | 800 | below the flip | C | 5 min | |
| BMNR Bitmine Immersion Technologies | stock | 19.54 | +0.05x | +$71K | -0.8% | 22.00 | 19.50 | above the flip | D | 5 min | |
| PLTR Palantir Technologies | stock | 178.5 | +0.04x | +$3M | -1.1% | 200 | 175 | above the flip | D | 5 min | |
| MSFT Microsoft | stock | 506.8 | +0.03x | +$3M | -0.1% | 530 | 500 | at the flip | D | 5 min | |
| SNDK Sandisk | stock | 1075 | -0.02x | -$3M | 0.6% | 1200 | 1100 | below the flip | D | 5 min |
Refresh says how the row is made. The 1 s row comes from the live engine in the terminal, with three books. The 5 min rows come from snapshots of the option chain and carry the volume and open-interest books only.
Trust is a grade, not a signal: how often the tape prints and whether the symbol is an index or ETF, where the dealer-sign convention holds, or a single stock, where it is an approximation. Every figure is dollars of dealer delta per 1% move.