Gamma exposure (GEX)
Modeled dollar hedge sensitivity per 1% move in spot, using gamma, open interest and the contract multiplier. Call GEX is positive and put GEX is negative under this model.
Delta exposure (DEX)
Signed option delta × open interest × contract multiplier × spot: dollar delta notional. GEX and DEX have different units and independent chart scales.
Call / put contributions
In Calls & puts, the short white mark is the reported net exposure. When the components reconcile, calls + signed puts = net. Opposing contributions can offset; missing or unreconciled components are identified in the inspector. The dashed grey vertical line marks spot; the horizontal zero line is the exposure baseline.
Historical GEX & DEX
Historical replay restores exact strike-and-expiration maps within a rolling 30-session archive. Session history shows aggregate totals from the latest 10 sessions. Coverage is checked separately for each dataset and scope. Only qualifying captures are selectable; earlier unsaved maps cannot be reconstructed.
Source: 15 minutes delayed · collection time is not quote time · Open interest updates overnight. Exposure estimates do not measure executed buying or selling or actual dealer holdings.