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
futurepriceflipcall wallput wallas of
ES E-mini S&P 500no reading right now
NQ E-mini Nasdaq-100 · NQZ2628,223.3328,593.9129,139.2528,139.2516:15 ET, close
RTY E-mini Russell 2000 · RTYZ262,820.202,851.482,859.102,819.1016:15 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

symbolclassspotnet gamma / own volumenet, per 1%to flipcall wallput wallregimetrustrefresh
PG Procter & Gamblestock163.8
+3.86x +$15M-6.5%165155 above the flipD5 min
F Ford Motorstock12.59
+3.28x +$3M-11.7%13.0011.00 above the flipD5 min
COST Costco Wholesalestock1041
+2.94x +$147M-3.3%10651000 above the flipD5 min
WFC Wells Fargostock85.52
+2.56x +$6M-6.2%86.0083.00 above the flipD5 min
GME GameStopstock24.16
+2.22x +$7Mn/a25.0023.00 above the flipD5 min
WMT Walmartstock127.7
+2.20x +$40M-4.5%130124 above the flipD5 min
NFLX Netflixstock62.39
+2.10x +$31M-6.9%63.0060.00 above the flipD5 min
JNJ Johnson & Johnsonstock270.8
-2.09x -$14M3.3%280260 below the flipD5 min
NKE Nikestock39.13
+1.67x +$4M-9.6%40.0035.00 above the flipD5 min
MCD McDonald'sstock265.5
+1.66x +$14M-5.3%275250 above the flipD5 min
PFE Pfizerstock30.50
+1.62x +$6M-6.0%31.0030.00 above the flipD5 min
RIVN Rivian Automotivestock13.17
+1.62x +$4Mn/a13.5011.50 above the flipD5 min
BAC Bank of Americastock49.58
+1.53x +$6M-3.9%51.0049.50 above the flipD5 min
BA Boeingstock175.4
+1.35x +$20M-6.5%180165 above the flipD5 min
BABA Alibaba Groupstock101.6
+1.25x +$12M-7.3%10597 above the flipD5 min
GOOG Alphabet (class C)stock278.1
+1.23x +$77M-3.9%285270 above the flipD5 min
FSLR First Solarstock181.9
+1.22x +$7M-14.9%200170 above the flipD5 min
JPM JPMorgan Chasestock341.1
+1.14x +$13M-1.7%350330 above the flipD5 min
GOOGL Alphabetstock279.1
+1.13x +$110M-3.5%285270 above the flipD5 min
IBM IBMstock252.8
+1.03x +$8M-4.0%265255 above the flipD5 min
XOM Exxon Mobilstock179.9
-0.88x -$8M2.5%190180 below the flipD5 min
TSLA Teslastock403.8
+0.81x +$294M-3.3%420400 above the flipC5 min
KO Coca-Colastock95.92
+0.80x +$4M-1.1%96.0091.00 above the flipD5 min
NOW ServiceNowstock106.1
+0.79x +$9M-7.6%110100 above the flipD5 min
TEM Tempus AIstock78.53
+0.76x +$4Mn/a80.0072.00 above the flipD5 min
SOFI SoFi Technologiesstock16.60
+0.74x +$3M-6.4%18.0016.50 above the flipD5 min
UBER Uber Technologiesstock66.67
+0.70x +$4M-8.3%70.0060.00 above the flipD5 min
V Visastock425.4
+0.70x +$12M-1.5%440407.5 above the flipD5 min
AAPL Applestock338.7
-0.63x -$269M2.0%350320 below the flipC5 min
GS Goldman Sachsstock898.9
+0.54x +$11M-1.9%920905 above the flipD5 min
OKLO Oklostock23.51
+0.53x +$644Kn/a27.0020.00 above the flipD5 min
MA Mastercardstock658.5
+0.52x +$6M-0.8%660615 above the flipD5 min
HOOD Robinhood Marketsstock83.82
+0.47x +$11M-8.5%90.0080.00 above the flipD5 min
SMCI Super Micro Computerstock30.44
+0.47x +$2Mn/a33.0030.00 above the flipD5 min
RIOT Riot Platformsstock11.79
-0.46x -$2Mn/a12.5011.00 below the flipD5 min
APLD Applied Digitalstock16.23
+0.46x +$617K-14.6%17.5015.00 above the flipD5 min
ORCL Oraclestock119.2
-0.46x -$28M5.3%130120 below the flipD5 min
U Unity Softwarestock38.91
+0.46x +$320K-14.6%40.0038.00 above the flipD5 min
ABBV AbbViestock289
+0.42x +$1M-0.9%292.5285 above the flipD5 min
DELL Dell Technologiesstock392.8
-0.41x -$14M7.9%450350 below the flipD5 min
LULU Lululemon Athleticastock107.8
+0.35x +$664K-2.6%11095 above the flipD5 min
NVDA NVIDIAstock202.2
+0.35x +$86M-1.3%210202.5 above the flipC5 min
CRCL Circle Internet Groupstock72.12
+0.33x +$1M-8.7%80.0070.00 above the flipD5 min
AVGO Broadcomstock322.5
+0.30x +$16M-2.2%340320 above the flipD5 min
MRVL Marvell Technologystock171.4
-0.29x -$16M6.2%195165 below the flipD5 min
RKLB Rocket Labstock52.05
+0.27x +$951K-4.8%55.0050.00 above the flipD5 min
SPCX SpaceXstock136.3
+0.25x +$20M-1.7%150130 above the flipD5 min
SHOP Shopifystock155.8
-0.25x -$3M6.8%160135 below the flipD5 min
LRCX Lam Researchstock227.5
+0.23x +$1M-4.3%240230 above the flipD5 min
MARA MARA Holdingsstock6.42
+0.21x +$123K-8.6%7.006.50 above the flipD5 min
RDDT Redditstock91.10
+0.21x +$1M-3.1%100.0085.00 above the flipD5 min
NBIS Nebius Groupstock141.3
+0.21x +$5M-7.7%160145 above the flipD5 min
QCOM Qualcommstock161.9
+0.21x +$1M-3.4%175150 above the flipD5 min
AMAT Applied Materialsstock374.9
-0.18x -$2M2.6%425375 below the flipD5 min
ARM Arm Holdingsstock197
-0.18x -$1M6.1%220185 below the flipD5 min
PANW Palo Alto Networksstock351.9
-0.17x -$1M2.2%400360 below the flipD5 min
ASTS AST SpaceMobilestock36.31
+0.17x +$487K-6.4%40.0035.00 above the flipD5 min
COIN Coinbase Globalstock137.8
+0.16x +$2M-2.3%150130 above the flipD5 min
IREN Iris Energystock22.03
+0.16x +$941K-13.2%25.0020.00 above the flipD5 min
LLY Eli Lillystock1412
+0.16x +$8M-0.8%15001300 above the flipD5 min
CRM Salesforcestock226
-0.15x -$558K1.0%250225 below the flipD5 min
INTC Intelstock59.95
+0.14x +$8M-2.1%65.0060.00 above the flipC5 min
ADBE Adobestock251.6
+0.13x +$824K-1.6%260245 above the flipD5 min
AMD Advanced Micro Devicesstock466.6
-0.13x -$24M2.7%530450 below the flipD5 min
AMZN Amazonstock245.8
+0.13x +$19M-0.4%260245 above the flipC5 min
APP AppLovinstock229.4
-0.13x -$984K9.2%260220 below the flipD5 min
CRWV CoreWeavestock50.16
+0.12x +$2M-4.6%55.0050.00 above the flipD5 min
MRNA Modernastock220.9
+0.12x +$947K-2.6%230220 above the flipD5 min
TSM Taiwan Semiconductorstock398.9
+0.12x +$4M-0.6%420400 above the flipD5 min
UNH UnitedHealth Groupstock400.5
+0.11x +$2M-0.4%420390 above the flipD5 min
SNOW Snowflakestock290.6
+0.09x +$785K-1.5%305267.5 above the flipD5 min
CRWD CrowdStrikestock241.8
+0.08x +$1M-0.8%260240 above the flipD5 min
CLSK CleanSparkstock7.13
-0.08x -$22K2.3%8.007.00 below the flipD5 min
HIMS Hims & Hers Healthstock25.24
+0.07x +$108K-1.6%29.0026.00 above the flipD5 min
META Meta Platformsstock606.6
-0.06x -$10M0.2%620600 below the flipD5 min
IONQ IonQstock28.15
+0.06x +$92K-3.3%31.0028.00 above the flipD5 min
MSTR Strategystock130.8
+0.05x +$1M-0.8%140125 above the flipD5 min
MU Micron Technologystock833.4
-0.05x -$22M0.4%900800 below the flipC5 min
BMNR Bitmine Immersion Technologiesstock19.54
+0.05x +$71K-0.8%22.0019.50 above the flipD5 min
PLTR Palantir Technologiesstock178.5
+0.04x +$3M-1.1%200175 above the flipD5 min
MSFT Microsoftstock506.8
+0.03x +$3M-0.1%530500 at the flipD5 min
SNDK Sandiskstock1075
-0.02x -$3M0.6%12001100 below the flipD5 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.