Gamma by symbol
Gamma exposure by symbol
The volume and open-interest books, the zero-gamma flip and the walls for 124 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
| future | price | flip | call wall | put wall | as of |
|---|---|---|---|---|---|
| ES E-mini S&P 500 · ESZ26 | 7,854.38 | 7,858.85 | 7,869.00 | 7,849.00 | 13:12 ET |
| NQ E-mini Nasdaq-100 · NQZ26 | 30,896.76 | 30,913.62 | 31,025.00 | 30,825.00 | 13:12 ET |
| RTY E-mini Russell 2000 · RTYZ26 | 2,814.64 | 2,818.00 | 2,824.80 | 2,814.80 | 13:08 ET |
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
AllIndexETFStocksorted bysize against own volumenet gamma, dollarsdistance to the flipprints a secondsymbol
| symbol | class | spot | net gamma / own volume | net, per 1% | to flip | call wall | put wall | regime | trust | refresh | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| SPY SPDR S&P 500 ETF | etf | 777.9 | -13.22x | -$49.22B | 0.1% | 779 | 777 | at the flip | A | 5 min | |
| XSP Mini-SPX index | index | 780.6 | -12.38x | -$1.16B | 0.2% | 782 | 780 | below the flip | B | 5 min | |
| SPX S&P 500 index | index | 7806 | -12.11x | -$217.51B | 0.1% | 7820 | 7800 | at the flip | A | 1 s | |
| MSFT Microsoft | stock | 540.1 | +11.13x | +$2.54B | -0.5% | 542.5 | 537.5 | above the flip | D | 5 min | |
| HYG iShares iBoxx High Yield Corporate Bond ETF | etf | 77.33 | -7.31x | -$97M | n/a | 78.00 | 77.00 | below the flip | B | 5 min | |
| LQD iShares iBoxx Investment Grade Corporate Bond ETF | etf | 102.5 | -6.68x | -$24M | 0.9% | 104 | 102.5 | below the flip | B | 5 min | |
| IEF iShares 7-10 Year Treasury Bond ETF | etf | 89.41 | -6.54x | -$13M | 4.9% | 91.00 | 89.00 | below the flip | B | 5 min | |
| IWM iShares Russell 2000 ETF | etf | 278.3 | -5.96x | -$949M | 0.1% | 279 | 278 | below the flip | B | 5 min | |
| WMT Walmart | stock | 112.7 | +5.44x | +$33M | -9.4% | 113 | 105 | above the flip | D | 5 min | |
| SPCX SpaceX | stock | 163.8 | +4.83x | +$519M | -6.4% | 165 | 162.5 | above the flip | D | 5 min | |
| META Meta Platforms | stock | 744.9 | +4.54x | +$2.93B | -1.0% | 750 | 740 | above the flip | C | 5 min | |
| XLU Utilities Select Sector SPDR | etf | 41.55 | +4.13x | +$5M | -3.6% | 41.50 | 40.50 | above the flip | B | 5 min | |
| SQQQ ProShares UltraPro Short QQQ (-3x) | etf | 33.62 | +3.96x | +$5M | n/a | 35.00 | 31.50 | above the flip | B | 5 min | |
| NDX Nasdaq-100 index | index | 30672 | -3.69x | -$7.43B | 0.1% | 30800 | 30600 | at the flip | B | 5 min | |
| XLP Consumer Staples Select Sector SPDR | etf | 84.03 | -3.59x | -$49M | n/a | 85.00 | 80.00 | below the flip | B | 5 min | |
| DIA SPDR Dow Jones Industrial Average ETF | etf | 518 | +3.43x | +$53M | -2.3% | 520 | 512 | above the flip | B | 5 min | |
| AMZN Amazon | stock | 259.7 | -3.37x | -$310M | 0.7% | 265 | 260 | below the flip | D | 5 min | |
| MU Micron Technology | stock | 993.5 | +3.21x | +$2.51B | -0.6% | 1000 | 980 | above the flip | C | 5 min | |
| TQQQ ProShares UltraPro QQQ (3x) | etf | 79.63 | +2.95x | +$44M | -0.6% | 80.00 | 79.00 | above the flip | B | 5 min | |
| DJX Dow Jones Industrial Average (1/100) | index | 518.8 | -2.83x | -$355K | 1.1% | 525 | 515 | below the flip | B | 5 min | |
| ARKK ARK Innovation ETF | etf | 87.72 | -2.76x | -$4M | 5.8% | 90.00 | 82.00 | below the flip | B | 5 min | |
| XLF Financial Select Sector SPDR | etf | 55.04 | +2.61x | +$20M | -3.9% | 55.00 | 57.00 | walls crossed | B | 5 min | |
| FSLR First Solar | stock | 180.4 | +2.54x | +$16M | n/a | 185 | 160 | above the flip | D | 5 min | |
| XLC Communication Services Select Sector SPDR | etf | 111.3 | +2.31x | +$241K | -2.5% | 115 | 105 | above the flip | B | 5 min | |
| KRE SPDR S&P Regional Banking ETF | etf | 69.82 | -2.29x | -$4M | n/a | 70.50 | 71.00 | walls crossed | B | 5 min | |
| XOM Exxon Mobil | stock | 172.2 | +2.29x | +$9M | -3.5% | 172.5 | 167.5 | above the flip | D | 5 min | |
| QQQ Invesco QQQ Trust | etf | 746.1 | -2.24x | -$6.18B | 0.0% | 748 | 745 | at the flip | A | 5 min | |
| MCD McDonald's | stock | 235.3 | +2.19x | +$12M | -3.9% | 240 | 230 | above the flip | D | 5 min | |
| PFE Pfizer | stock | 28.41 | +2.01x | +$1M | -2.7% | 29.00 | 27.50 | above the flip | D | 5 min | |
| BA Boeing | stock | 189.8 | +2.00x | +$12M | -4.4% | 200 | 185 | above the flip | D | 5 min | |
| NVDA NVIDIA | stock | 226.5 | +1.98x | +$791M | -0.2% | 227.5 | 225 | above the flip | C | 5 min | |
| RIVN Rivian Automotive | stock | 13.74 | +1.98x | +$902K | n/a | 14.00 | 13.00 | above the flip | D | 5 min | |
| RUT Russell 2000 index | index | 2800 | -1.93x | -$283M | 0.1% | 2810 | 2800 | below the flip | B | 5 min | |
| GOOG Alphabet (class C) | stock | 348.2 | +1.90x | +$66M | -3.4% | 350 | 340 | above the flip | D | 5 min | |
| BABA Alibaba Group | stock | 110.6 | +1.79x | +$10M | -5.7% | 115 | 105 | above the flip | D | 5 min | |
| TLT iShares 20+ Year Treasury Bond ETF | etf | 77.99 | +1.78x | +$27M | -0.4% | 79.00 | 77.50 | above the flip | B | 5 min | |
| GME GameStop | stock | 26.71 | +1.73x | +$6M | n/a | 27.00 | 24.50 | above the flip | D | 5 min | |
| SOXL Direxion Daily Semiconductor Bull 3X | etf | 129.4 | +1.73x | +$45M | -1.9% | 130 | 127 | above the flip | B | 5 min | |
| NOW ServiceNow | stock | 141.2 | +1.66x | +$14M | -6.6% | 150 | 130 | above the flip | D | 5 min | |
| SLV iShares Silver Trust | etf | 54.45 | +1.59x | +$11M | n/a | 54.50 | 54.00 | above the flip | B | 5 min | |
| SMH VanEck Semiconductor ETF | etf | 592.2 | -1.56x | -$111M | 0.3% | 595 | 590 | below the flip | B | 5 min | |
| BAC Bank of America | stock | 54.40 | +1.41x | +$4M | -3.7% | 55.00 | 50.00 | above the flip | D | 5 min | |
| QCOM Qualcomm | stock | 174.4 | +1.37x | +$7M | -5.3% | 180 | 170 | above the flip | D | 5 min | |
| NFLX Netflix | stock | 70.85 | +1.37x | +$11M | -4.8% | 72.00 | 70.00 | above the flip | D | 5 min | |
| COST Costco Wholesale | stock | 958.5 | +1.36x | +$20M | -1.4% | 957.5 | 945 | above the flip | D | 5 min | |
| CRM Salesforce | stock | 233.2 | +1.35x | +$13M | -3.0% | 240 | 220 | above the flip | D | 5 min | |
| XLK Technology Select Sector SPDR | etf | 196.3 | -1.31x | -$3M | 2.7% | 198 | 193 | below the flip | B | 5 min | |
| XLI Industrial Select Sector SPDR | etf | 169.6 | -1.28x | -$3M | 2.0% | 172 | 168 | below the flip | B | 5 min | |
| XLRE Real Estate Select Sector SPDR | etf | 41.77 | +1.25x | +$36K | n/a | 45.00 | 41.00 | above the flip | B | 5 min | |
| UBER Uber Technologies | stock | 71.07 | +1.23x | +$3M | -2.4% | 72.00 | 67.50 | above the flip | D | 5 min | |
| BMNR Bitmine Immersion Technologies | stock | 23.85 | +1.22x | +$900K | -7.9% | 25.00 | 22.00 | above the flip | D | 5 min | |
| ADBE Adobe | stock | 238.5 | -1.20x | -$7M | 3.8% | 250 | 227.5 | below the flip | D | 5 min | |
| GLD SPDR Gold Shares | etf | 382.1 | +1.17x | +$60M | -0.1% | 383 | 381 | above the flip | B | 5 min | |
| EWZ iShares MSCI Brazil ETF | etf | 43.65 | +1.16x | +$7M | n/a | 45.00 | 41.50 | above the flip | B | 5 min | |
| KWEB KraneShares CSI China Internet ETF | etf | 24.74 | +1.13x | +$2M | n/a | 25.00 | 24.00 | above the flip | B | 5 min | |
| ASTS AST SpaceMobile | stock | 53.39 | +1.13x | +$7M | n/a | 55.00 | 48.00 | above the flip | D | 5 min | |
| XLY Consumer Discretionary Select Sector SPDR | etf | 112.4 | -1.07x | -$481K | n/a | 115 | 109 | below the flip | B | 5 min | |
| UVXY ProShares Ultra VIX Short-Term Futures | etf | 15.99 | +1.06x | +$280K | -11.5% | 16.50 | 15.50 | above the flip | B | 5 min | |
| JPM JPMorgan Chase | stock | 334.4 | +1.06x | +$13M | -1.9% | 345 | 320 | above the flip | D | 5 min | |
| ETHA iShares Ethereum Trust | etf | 20.44 | +1.02x | +$1M | n/a | 22.00 | 19.00 | above the flip | B | 5 min | |
| INTC Intel | stock | 101.4 | +0.95x | +$44M | -0.9% | 102 | 100 | above the flip | D | 5 min | |
| FXI iShares China Large-Cap ETF | etf | 34.10 | -0.92x | -$2M | n/a | 35.50 | 34.00 | below the flip | B | 5 min | |
| GOOGL Alphabet | stock | 351.1 | +0.89x | +$77M | -0.2% | 355 | 350 | above the flip | D | 5 min | |
| IBM IBM | stock | 226.7 | +0.88x | +$4M | -1.3% | 230 | 215 | above the flip | D | 5 min | |
| RKLB Rocket Lab | stock | 65.91 | +0.83x | +$3M | -9.7% | 70.00 | 64.00 | above the flip | D | 5 min | |
| DRAM Roundhill Memory ETF | etf | 54.79 | +0.83x | +$8M | -5.8% | 55.00 | 53.00 | above the flip | B | 5 min | |
| SOXS Direxion Daily Semiconductor Bear 3X | etf | 36.96 | +0.82x | +$1M | n/a | 38.00 | 33.00 | above the flip | B | 5 min | |
| MRVL Marvell Technology | stock | 267.4 | +0.81x | +$18M | -11.8% | 280 | 257.5 | above the flip | D | 5 min | |
| SHOP Shopify | stock | 176.1 | +0.81x | +$4M | -5.8% | 180 | 170 | above the flip | D | 5 min | |
| CRWV CoreWeave | stock | 79.88 | +0.80x | +$11M | -9.8% | 85.00 | 75.00 | above the flip | D | 5 min | |
| PLTR Palantir Technologies | stock | 207.1 | +0.75x | +$47M | -2.1% | 215 | 200 | above the flip | D | 5 min | |
| IREN Iris Energy | stock | 35.20 | +0.73x | +$4M | -8.3% | 36.00 | 33.00 | above the flip | D | 5 min | |
| COIN Coinbase Global | stock | 179.2 | +0.70x | +$5M | -4.3% | 185 | 175 | above the flip | D | 5 min | |
| SNOW Snowflake | stock | 358.3 | +0.69x | +$5M | -4.6% | 347.5 | 345 | above the flip | D | 5 min | |
| AVGO Broadcom | stock | 357.1 | +0.69x | +$36M | -0.1% | 357.5 | 355 | above the flip | D | 5 min | |
| LRCX Lam Research | stock | 311.6 | +0.69x | +$3M | -9.8% | 330 | 300 | above the flip | D | 5 min | |
| GDX VanEck Gold Miners ETF | etf | 88.69 | +0.62x | +$2M | -1.4% | 90.00 | 85.00 | above the flip | B | 5 min | |
| EWY iShares MSCI South Korea ETF | etf | 170.6 | -0.60x | -$5M | 3.9% | 175 | 170 | below the flip | B | 5 min | |
| HIMS Hims & Hers Health | stock | 30.40 | +0.60x | +$1M | -5.6% | 32.00 | 27.50 | above the flip | D | 5 min | |
| APLD Applied Digital | stock | 23.50 | +0.56x | +$514K | -4.5% | 25.00 | 22.00 | above the flip | D | 5 min | |
| EEM iShares MSCI Emerging Markets ETF | etf | 66.21 | -0.56x | -$1M | 1.7% | 64.00 | 63.00 | below the flip | B | 5 min | |
| IBIT iShares Bitcoin Trust | etf | 46.69 | -0.56x | -$4M | 0.9% | 48.00 | 45.00 | below the flip | B | 5 min | |
| SMCI Super Micro Computer | stock | 39.62 | +0.55x | +$2M | -7.2% | 40.00 | 39.00 | above the flip | D | 5 min | |
| CRCL Circle Internet Group | stock | 83.32 | +0.54x | +$1M | -6.6% | 90.00 | 82.00 | above the flip | D | 5 min | |
| OKLO Oklo | stock | 32.69 | +0.52x | +$454K | -6.1% | 33.00 | 31.00 | above the flip | D | 5 min | |
| HOOD Robinhood Markets | stock | 108.2 | +0.50x | +$5M | -2.9% | 110 | 105 | above the flip | D | 5 min | |
| SOFI SoFi Technologies | stock | 15.29 | +0.50x | +$1M | -2.3% | 16.00 | 15.00 | above the flip | D | 5 min | |
| XLE Energy Select Sector SPDR | etf | 66.08 | +0.49x | +$2M | -0.7% | 68.00 | 64.00 | above the flip | B | 5 min | |
| XLB Materials Select Sector SPDR | etf | 49.65 | -0.46x | -$154K | 1.3% | 49.00 | 49.50 | walls crossed | B | 5 min | |
| RDDT Reddit | stock | 155.3 | +0.46x | +$2M | -2.5% | 160 | 145 | above the flip | D | 5 min | |
| MARA MARA Holdings | stock | 9.54 | +0.45x | +$253K | -10.6% | 10.00 | 9.00 | above the flip | D | 5 min | |
| IONQ IonQ | stock | 36.17 | +0.42x | +$982K | -7.3% | 40.00 | 35.00 | above the flip | D | 5 min | |
| RIOT Riot Platforms | stock | 16.56 | +0.40x | +$115K | -5.4% | 17.00 | 16.00 | above the flip | D | 5 min | |
| CRWD CrowdStrike | stock | 262.4 | -0.40x | -$5M | 2.1% | 275 | 262.5 | below the flip | D | 5 min | |
| TSLL Direxion Daily TSLA Bull 2X | etf | 10.20 | +0.37x | +$160K | -3.3% | 10.50 | 10.00 | above the flip | B | 5 min | |
| LLY Eli Lilly | stock | 1179 | +0.36x | +$8M | -1.3% | 1200 | 1100 | above the flip | D | 5 min | |
| XBI SPDR S&P Biotech ETF | etf | 151.7 | -0.34x | -$780K | 1.3% | 156 | 150 | below the flip | B | 5 min | |
| ORCL Oracle | stock | 137.3 | +0.34x | +$7M | -1.7% | 140 | 135 | above the flip | D | 5 min | |
| DELL Dell Technologies | stock | 574.6 | +0.34x | +$7M | -2.2% | 600 | 562.5 | above the flip | D | 5 min | |
| MSTR Strategy | stock | 153.7 | +0.32x | +$7M | -2.7% | 160 | 140 | above the flip | D | 5 min | |
| AMD Advanced Micro Devices | stock | 591.8 | -0.32x | -$75M | 0.1% | 595 | 590 | at the flip | D | 5 min | |
| UNG United States Natural Gas Fund | etf | 10.89 | -0.31x | -$47K | 1.2% | 11.50 | 10.50 | below the flip | B | 5 min | |
| SOXX iShares Semiconductor ETF | etf | 546.6 | -0.29x | -$4M | 1.6% | 560 | 540 | below the flip | B | 5 min | |
| SNDK Sandisk | stock | 1487 | +0.28x | +$50M | -2.5% | 1600 | 1400 | above the flip | D | 5 min | |
| AMAT Applied Materials | stock | 498.2 | +0.25x | +$3M | -2.4% | 495 | 480 | above the flip | D | 5 min | |
| XLV Health Care Select Sector SPDR | etf | 171.3 | +0.25x | +$224K | -0.3% | 172.5 | 168 | above the flip | B | 5 min | |
| F Ford Motor | stock | 12.02 | +0.25x | +$98K | -4.6% | 13.00 | 11.00 | above the flip | D | 5 min | |
| CLSK CleanSpark | stock | 10.35 | +0.24x | +$108K | n/a | 11.00 | 10.00 | above the flip | D | 5 min | |
| APP AppLovin | stock | 271.7 | -0.23x | -$1M | 1.5% | 300 | 270 | below the flip | D | 5 min | |
| U Unity Software | stock | 46.48 | +0.23x | +$161K | -2.1% | 46.00 | 47.00 | walls crossed | D | 5 min | |
| TSLA Tesla | stock | 379.2 | +0.23x | +$82M | -0.0% | 382.5 | 377.5 | at the flip | C | 5 min | |
| NKE Nike | stock | 35.15 | -0.21x | -$634K | 0.8% | 36.00 | 35.00 | below the flip | D | 5 min | |
| MRNA Moderna | stock | 214.6 | -0.21x | -$3M | 2.8% | 225 | 200 | below the flip | D | 5 min | |
| ARM Arm Holdings | stock | 256.2 | +0.21x | +$2M | -2.6% | 285 | 250 | above the flip | D | 5 min | |
| UNH UnitedHealth Group | stock | 374.8 | -0.20x | -$4M | 1.4% | 400 | 360 | below the flip | D | 5 min | |
| TSM Taiwan Semiconductor | stock | 447 | +0.17x | +$4M | -0.6% | 450 | 435 | above the flip | D | 5 min | |
| GS Goldman Sachs | stock | 892.6 | +0.15x | +$3M | -0.5% | 930 | 835 | above the flip | D | 5 min | |
| NBIS Nebius Group | stock | 208.3 | +0.10x | +$3M | -0.9% | 230 | 200 | above the flip | D | 5 min | |
| VIX Volatility Index | index | 15.61 | -0.09x | -$492K | 1.9% | 22.00 | 15.00 | below the flip | B | 5 min | |
| TEM Tempus AI | stock | 67.21 | +0.07x | +$79K | -1.1% | 70.00 | 65.00 | above the flip | D | 5 min | |
| USO United States Oil Fund | etf | 151.9 | +0.06x | +$707K | -0.2% | 155 | 150 | above the flip | B | 5 min | |
| LULU Lululemon Athletica | stock | 94.21 | -0.04x | -$63K | 0.3% | 95.00 | 101.00 | walls crossed | D | 5 min | |
| AAPL Apple | stock | 339.4 | -0.00x | -$1M | -0.0% | 342.5 | 340 | at the flip | C | 5 min | |
| PANW Palo Alto Networks | stock | 401 | -0.00x | -$28K | 0.0% | 420 | 395 | at the flip | D | 5 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.