BABA Gamma Exposure (GEX)
BABA $100.25 · Updated Oct 26, 4:00 PM ET
BABA total dealer gamma exposure is -$37M across all listed expirations. Negative GEX means dealers are net short gamma; their hedging tends to amplify price moves. The gamma flip is $104.07, with spot 3.7% below it. The call wall is $110.00 and the put wall $100.00.
TOTAL GEX
-$37M
All expirations, per 1% move
GAMMA FLIP
$104.07
+3.8%
CALL WALL
$110.00
+9.7%
PUT WALL
$100.00
-0.2%
NET GEX BY STRIKE
How this is calculated: Gamma Exposure (GEX) methodology · Gamma exposure explained
