Gamma by symbol

Gamma exposure by symbol

The volume and open-interest books, the zero-gamma flip and the walls for 72 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.

All Index ETF Stocksorted bysize against own volume net gamma, dollars distance to the flip prints a second symbol

symbol	spot		net, per 1%	to flip	call wall	put wall	regime	trust
DJX Dow Jones Industrial Average (1/100)	517.5	+11.36x	+$24M	n/a	520	515	above the flip	B
XSP Mini-SPX index	765.6	+4.28x	+$327M	-0.9%	765	760	above the flip	B
NDX Nasdaq-100 index	29666	+4.10x	+$3.11B	-1.2%	29475	29500	walls crossed	B
SPX S&P 500 index	7656	+2.44x	+$25.92B	-0.3%	7700	7600	above the flip	A
RUT Russell 2000 index	2861	-1.08x	-$251M	0.6%	2855	2760	below the flip	B

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.