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SPX ANALYTICS

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SPX 5M — — CALL Δ VOL adj: — PUT Δ VOL adj: —

DELTA VOL DELTA OI GAMMA VOL GAMMA OI CALL-PUT VOL CALL-PUT OI

GEX NET—

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Γ FLIP—

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CALL WALL—

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PUT WALL—

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DEX—

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▦ GEX (0DTE·OI)

ПРОФИЛЬ ◁▷ 80%

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Подключение...

SPX · 5m · Yahoo Finance (15-20m delay) · Профиль: Google Sheets

График: — Профиль: — — —

SPX Gamma & Delta Exposure

0DTE and weekly (SPXW) · CBOE delayed · GEX / DEX by open interest and volume

Auto 60s

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SPX spot

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Total Net GEX

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per 1% SPX move

Total Net DEX

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delta × S notional

Gamma flip

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Call wall

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max positive GEX

Put wall

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max negative GEX

Exposure by strike

Hover a bar to see the values. Walls and gamma flip are always computed from GEX.

Positive Negative Spot Gamma flip Call wall Put wall

Open interest vs. volume

Key levels computed on both bases.

Metric	Open interest	Volume

Strikes around spot

Values in $M. ATM strike highlighted.

Strike	Call GEX	Put GEX	Net GEX	OI C / P

Expirations in selection

Contribution to total Net GEX / DEX.

Date	Contracts	Net GEX	Net DEX

How GEX / DEX are calculated

GEX per contract: gamma × qty × 100 × S² × 0.01. Calls positive, puts negative (dealer long calls / short puts assumption).

DEX per contract: delta × qty × 100 × S (dollar delta). Net DEX is aggregate delta of all contracts.

Call wall = strike with largest positive call GEX (±6% of spot). Put wall = strike with largest negative put GEX.

Gamma flip = level where total Net GEX changes sign, found by repricing gamma across a grid within ±6%.

CBOE data delayed ~15 min. Auto-refresh every 60s. Data via Google Apps Script with public proxy fallback.