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 | 7,852.63 | 7,857.86 | 7,869.00 | 7,849.00 | 14:00 ET |
| NQ E-mini Nasdaq-100 · NQZ26 | 30,885.46 | 30,906.97 | 30,925.00 | 30,875.00 | 13:57 ET |
| RTY E-mini Russell 2000 · RTYZ26 | 2,814.39 | 2,817.02 | 2,819.80 | 2,814.80 | 13:58 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| MSFT Microsoft | stock | 539.9 | +10.01x | +$2.34B | -0.4% | 542.5 | 537.5 | above the flip | D | 5 min | |
| SPCX SpaceX | stock | 164.3 | +7.37x | +$778M | -6.4% | 165 | 162.5 | above the flip | D | 5 min | |
| META Meta Platforms | stock | 746.8 | +7.00x | +$5.07B | -0.9% | 750 | 740 | above the flip | C | 5 min | |
| WMT Walmart | stock | 112.8 | +5.85x | +$42M | -10.4% | 113 | 105 | above the flip | D | 5 min | |
| AAPL Apple | stock | 339.6 | -3.57x | -$725M | 0.4% | 345 | 337.5 | below the flip | C | 5 min | |
| TSLA Tesla | stock | 379.3 | +3.08x | +$1.16B | -0.1% | 380 | 377.5 | above the flip | C | 5 min | |
| PFE Pfizer | stock | 28.38 | +2.64x | +$2M | -3.6% | 29.00 | 27.50 | above the flip | D | 5 min | |
| FSLR First Solar | stock | 180.1 | +2.49x | +$16M | n/a | 185 | 160 | above the flip | D | 5 min | |
| COST Costco Wholesale | stock | 960 | +2.37x | +$42M | -2.1% | 1000 | 945 | above the flip | D | 5 min | |
| MU Micron Technology | stock | 991.8 | +2.36x | +$1.90B | -0.3% | 1000 | 980 | above the flip | C | 5 min | |
| NVDA NVIDIA | stock | 226.5 | +2.33x | +$1000M | -0.2% | 227.5 | 225 | above the flip | C | 5 min | |
| GOOGL Alphabet | stock | 351.8 | +2.17x | +$226M | -0.2% | 355 | 350 | above the flip | D | 5 min | |
| MCD McDonald's | stock | 235.3 | +2.14x | +$12M | -3.5% | 240 | 230 | above the flip | D | 5 min | |
| XOM Exxon Mobil | stock | 172 | +2.12x | +$10M | -3.3% | 172.5 | 167.5 | above the flip | D | 5 min | |
| BA Boeing | stock | 189.4 | +1.82x | +$12M | -3.7% | 200 | 185 | above the flip | D | 5 min | |
| GOOG Alphabet (class C) | stock | 348.3 | +1.81x | +$70M | -3.3% | 350 | 340 | above the flip | D | 5 min | |
| GME GameStop | stock | 26.83 | +1.79x | +$8M | n/a | 27.00 | 24.50 | above the flip | D | 5 min | |
| BABA Alibaba Group | stock | 110.8 | +1.74x | +$10M | -5.4% | 115 | 108 | above the flip | D | 5 min | |
| RIVN Rivian Automotive | stock | 13.61 | +1.73x | +$914K | n/a | 14.00 | 13.00 | above the flip | D | 5 min | |
| BAC Bank of America | stock | 54.50 | +1.68x | +$6M | -4.3% | 55.00 | 50.00 | above the flip | D | 5 min | |
| AVGO Broadcom | stock | 355.3 | -1.66x | -$94M | 0.3% | 357.5 | 355 | below the flip | D | 5 min | |
| UBER Uber Technologies | stock | 71.27 | +1.58x | +$4M | -3.1% | 72.00 | 67.50 | above the flip | D | 5 min | |
| NOW ServiceNow | stock | 140.8 | +1.58x | +$14M | -6.5% | 150 | 130 | above the flip | D | 5 min | |
| ADBE Adobe | stock | 237.8 | -1.43x | -$9M | 4.5% | 250 | 235 | below the flip | D | 5 min | |
| NFLX Netflix | stock | 70.82 | +1.37x | +$12M | -4.7% | 72.00 | 70.00 | above the flip | D | 5 min | |
| QCOM Qualcomm | stock | 173.8 | +1.28x | +$7M | -5.1% | 180 | 170 | above the flip | D | 5 min | |
| AMD Advanced Micro Devices | stock | 590.4 | -1.24x | -$290M | 0.2% | 592.5 | 590 | below the flip | D | 5 min | |
| CRM Salesforce | stock | 232.1 | +1.14x | +$11M | -2.5% | 240 | 220 | above the flip | D | 5 min | |
| JPM JPMorgan Chase | stock | 334.6 | +0.98x | +$14M | -1.6% | 350 | 320 | above the flip | D | 5 min | |
| IBM IBM | stock | 226.6 | +0.90x | +$4M | -1.3% | 230 | 215 | above the flip | D | 5 min | |
| MRVL Marvell Technology | stock | 267.2 | +0.88x | +$21M | -11.5% | 280 | 257.5 | above the flip | D | 5 min | |
| ASTS AST SpaceMobile | stock | 52.16 | +0.84x | +$6M | -14.4% | 55.00 | 50.00 | above the flip | D | 5 min | |
| PLTR Palantir Technologies | stock | 207.2 | +0.80x | +$58M | -2.3% | 215 | 200 | above the flip | D | 5 min | |
| SNOW Snowflake | stock | 358.4 | +0.80x | +$7M | -4.7% | 347.5 | 345 | above the flip | D | 5 min | |
| RKLB Rocket Lab | stock | 65.77 | +0.79x | +$3M | -8.3% | 70.00 | 64.00 | above the flip | D | 5 min | |
| SHOP Shopify | stock | 176.9 | +0.79x | +$4M | -5.2% | 180 | 170 | above the flip | D | 5 min | |
| HOOD Robinhood Markets | stock | 109 | +0.79x | +$10M | -4.8% | 110 | 105 | above the flip | D | 5 min | |
| RIOT Riot Platforms | stock | 16.49 | +0.76x | +$297K | -9.1% | 18.00 | 16.00 | above the flip | D | 5 min | |
| CRWV CoreWeave | stock | 79.88 | +0.76x | +$11M | -9.0% | 85.00 | 75.00 | above the flip | D | 5 min | |
| HIMS Hims & Hers Health | stock | 30.70 | +0.73x | +$1M | -6.5% | 32.00 | 29.00 | above the flip | D | 5 min | |
| IONQ IonQ | stock | 36.28 | +0.71x | +$2M | -10.5% | 37.50 | 35.00 | above the flip | D | 5 min | |
| SMCI Super Micro Computer | stock | 39.92 | +0.71x | +$3M | -7.7% | 40.00 | 39.00 | above the flip | D | 5 min | |
| COIN Coinbase Global | stock | 178.7 | +0.68x | +$6M | -4.4% | 185 | 175 | above the flip | D | 5 min | |
| INTC Intel | stock | 101.1 | +0.65x | +$31M | -0.5% | 102 | 100 | above the flip | D | 5 min | |
| ARM Arm Holdings | stock | 255 | +0.64x | +$7M | -5.6% | 260 | 250 | above the flip | D | 5 min | |
| RDDT Reddit | stock | 157.2 | +0.64x | +$3M | -3.7% | 160 | 145 | above the flip | D | 5 min | |
| IREN Iris Energy | stock | 34.85 | +0.61x | +$4M | -7.7% | 36.00 | 33.00 | above the flip | D | 5 min | |
| APLD Applied Digital | stock | 23.43 | +0.59x | +$522K | -4.4% | 25.00 | 22.00 | above the flip | D | 5 min | |
| BMNR Bitmine Immersion Technologies | stock | 23.75 | +0.57x | +$647K | -6.3% | 25.00 | 22.00 | above the flip | D | 5 min | |
| LRCX Lam Research | stock | 311.3 | +0.53x | +$3M | -6.3% | 330 | 300 | above the flip | D | 5 min | |
| CRCL Circle Internet Group | stock | 82.97 | +0.53x | +$1M | -7.0% | 90.00 | 82.00 | above the flip | D | 5 min | |
| OKLO Oklo | stock | 32.54 | +0.52x | +$494K | -6.4% | 33.00 | 31.00 | above the flip | D | 5 min | |
| SOFI SoFi Technologies | stock | 15.32 | +0.50x | +$2M | -2.6% | 16.00 | 15.00 | above the flip | D | 5 min | |
| MARA MARA Holdings | stock | 9.49 | +0.43x | +$259K | -10.4% | 10.00 | 9.00 | above the flip | D | 5 min | |
| LLY Eli Lilly | stock | 1181 | +0.42x | +$11M | -1.3% | 1200 | 1100 | above the flip | D | 5 min | |
| APP AppLovin | stock | 271.8 | -0.42x | -$3M | 2.9% | 300 | 270 | below the flip | D | 5 min | |
| CRWD CrowdStrike | stock | 263.4 | -0.41x | -$6M | 2.0% | 275 | 262.5 | below the flip | D | 5 min | |
| ORCL Oracle | stock | 137.4 | +0.41x | +$10M | -2.1% | 140 | 135 | above the flip | D | 5 min | |
| DELL Dell Technologies | stock | 574.7 | +0.36x | +$9M | -2.2% | 600 | 562.5 | above the flip | D | 5 min | |
| U Unity Software | stock | 46.71 | +0.30x | +$224K | -2.8% | 46.00 | 47.00 | walls crossed | D | 5 min | |
| SNDK Sandisk | stock | 1480 | +0.27x | +$52M | -2.5% | 1600 | 1400 | above the flip | D | 5 min | |
| CLSK CleanSpark | stock | 10.35 | +0.22x | +$102K | -12.2% | 11.00 | 10.00 | above the flip | D | 5 min | |
| AMZN Amazon | stock | 259.9 | -0.21x | -$21M | 0.1% | 265 | 260 | below the flip | D | 5 min | |
| MSTR Strategy | stock | 152.9 | +0.20x | +$5M | -1.6% | 160 | 140 | above the flip | D | 5 min | |
| F Ford Motor | stock | 12.00 | +0.19x | +$81K | -3.7% | 13.00 | 11.00 | above the flip | D | 5 min | |
| TSM Taiwan Semiconductor | stock | 446.7 | +0.17x | +$5M | -0.6% | 450 | 435 | above the flip | D | 5 min | |
| TEM Tempus AI | stock | 67.88 | +0.16x | +$183K | -2.2% | 70.00 | 63.00 | above the flip | D | 5 min | |
| MRNA Moderna | stock | 214.1 | -0.15x | -$3M | 2.1% | 225 | 200 | below the flip | D | 5 min | |
| AMAT Applied Materials | stock | 497.6 | +0.15x | +$2M | -1.5% | 495 | 470 | above the flip | D | 5 min | |
| LULU Lululemon Athletica | stock | 94.24 | +0.06x | +$88K | -0.4% | 95.00 | 101.00 | walls crossed | D | 5 min | |
| NKE Nike | stock | 35.17 | +0.05x | +$163K | -0.2% | 36.00 | 35.00 | above the flip | D | 5 min | |
| GS Goldman Sachs | stock | 889.4 | +0.04x | +$1M | -0.1% | 930 | 835 | above the flip | D | 5 min | |
| UNH UnitedHealth Group | stock | 376.5 | -0.03x | -$833K | 0.2% | 400 | 360 | below the flip | D | 5 min | |
| NBIS Nebius Group | stock | 207.4 | +0.03x | +$913K | -0.3% | 230 | 200 | above the flip | D | 5 min | |
| PANW Palo Alto Networks | stock | 400 | +0.00x | +$26K | -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.