SPX gamma exposure (GEX) — dealer gamma, vanna, charm and the zero-gamma flip, live from the options tape

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readouts

playback

regime

volume

zero γcall wallput wallnet $Bnto zγ

open interest

zero γcall wallput wallnet allto zγ

measured

zero γcall wallput wallnet /ptto zγ

max change gex$M · at strike

expiring today

expected move

marketours

realised / implied1.0 = as priced

15m
30m
60m
01.02
ATM IVΔ IV 30m

price

spotsession ΔVWAPσ vwap

skew

25Δ skewrank today

flow by strike

waiting for frames

dealer book

thinpacked
inventoryvegacharm

candle rule · experiment

book state

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