VIX Gamma Exposure (GEX)
VIX $18.60 · Updated Nov 10, 4:00 PM ET
VIX total dealer gamma exposure is -$55M across all listed expirations. Negative GEX means dealers are net short gamma; their hedging tends to amplify price moves. The gamma flip is $19.25, with spot 3.4% below it. The call wall is $20.00 and the put wall $18.00.
TOTAL GEX
-$55M
All expirations, per 1% move
GAMMA FLIP
$19.25
+3.5%
CALL WALL
$20.00
+7.5%
PUT WALL
$18.00
-3.2%
NET GEX BY STRIKE
How this is calculated: Gamma Exposure (GEX) methodology · Gamma exposure explained