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.

symbolspotnet gamma / own volumenet, per 1%to flipcall wallput wallregimetrust
AAPL Apple335.9
+4.67x +$723M-2.0%337.5330 above the flipD
NVDA NVIDIA222
+4.42x +$995M-5.3%222.5217.5 above the flipC
GOOGL Alphabet349.1
+3.52x +$431M-6.4%355342.5 above the flipD
AMZN Amazon253.6
+3.42x +$313M-8.5%255250 above the flipD
AVGO Broadcom356.9
+2.86x +$193M-5.6%360340 above the flipD
GME GameStop22.60
+2.69x +$8Mn/a23.00n/a above the flipD
META Meta Platforms664.9
+2.66x +$558M-3.1%675650 above the flipD
MSFT Microsoft493.5
+2.57x +$224M-2.0%495490 above the flipD
PLTR Palantir Technologies177.4
+2.25x +$87M-8.0%180170 above the flipD
SMCI Super Micro Computer39.11
+2.04x +$13Mn/a39.5038.00 above the flipD
MARA MARA Holdings13.24
+1.85x +$7Mn/a13.0012.00 above the flipD
MU Micron Technology1015
+1.85x +$875M-4.1%1020980 above the flipC
AMD Advanced Micro Devices559.6
+1.84x +$255M-5.2%550540 above the flipD
TSLA Tesla364.2
+1.67x +$615M-2.5%370355 above the flipC
BABA Alibaba Group113.2
+1.63x +$25M-14.6%115109 above the flipD
MRVL Marvell Technology244
+1.61x +$34Mn/a250225 above the flipD
CRCL Circle Internet Group91.85
+1.51x +$10Mn/a100.0080.00 above the flipD
HOOD Robinhood Markets119.7
+1.40x +$51Mn/a120105 above the flipD
MSTR Strategy153.9
+1.33x +$129Mn/a155140 above the flipD
SOFI SoFi Technologies16.96
+1.28x +$3M-8.2%17.5016.50 above the flipD
INTC Intel108.6
+1.21x +$52M-6.5%110100 above the flipD
NFLX Netflix71.76
+1.14x +$22M-2.8%72.0069.00 above the flipD
CRWV CoreWeave81.34
+1.14x +$13M-13.2%85.0075.00 above the flipD
COIN Coinbase Global194.3
+1.13x +$53M-10.8%200180 above the flipD
TSM Taiwan Semiconductor434.3
+0.81x +$20M-1.7%450425 above the flipD
SNDK Sandisk1791
+0.78x +$180M-9.5%18001550 above the flipD
ORCL Oracle147.6
+0.69x +$19M-3.9%150140 above the flipD
RKLB Rocket Lab64.56
+0.66x +$3M-7.0%70.0060.00 above the flipD
IREN Iris Energy46.67
+0.62x +$6M-12.7%50.0040.00 above the flipD
NBIS Nebius Group223.4
+0.62x +$19M-9.1%230205 above the flipD

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.