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 | no reading right now | ||||
| 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 | |
| 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 | |
| IWM iShares Russell 2000 ETF | etf | 279.4 | -2.39x | -$676M | 1.3% | 285 | 277 | below the flip | B | 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 | |
| XLF Financial Select Sector SPDR | etf | 57.48 | -1.63x | -$15M | 2.1% | 58.00 | 57.00 | below the flip | B | 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| XLRE Real Estate Select Sector SPDR | etf | 43.65 | -0.75x | -$43K | 4.0% | 44.00 | 43.00 | below the flip | B | 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 | |
| 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 | |
| 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 | |
| SOXS Direxion Daily Semiconductor Bear 3X | etf | 57.81 | +0.50x | +$2M | n/a | 60.00 | 51.00 | above the flip | B | 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 | |
| SPXL Direxion Daily S&P 500 Bull 3X | etf | 267 | +0.40x | +$474K | -2.0% | 290 | 255 | 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 | |
| UVIX 2x Long VIX Futures ETF | etf | 42.08 | +0.30x | +$437K | n/a | 40.00 | 39.50 | above the flip | B | 5 min | |
| EWY iShares MSCI South Korea ETF | etf | 152.6 | -0.28x | -$3M | 3.1% | 160 | 145 | below the flip | B | 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 | |
| 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 | |
| GDX VanEck Gold Miners ETF | etf | 79.21 | +0.18x | +$927K | -0.6% | 84.00 | 77.00 | above the flip | B | 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 |
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.