PEP Gamma Exposure (GEX)
PEP $135.21 · Updated Oct 26, 4:00 PM ET
PEP total dealer gamma exposure is $51M across all listed expirations. Positive GEX means dealers are net long gamma; their hedging tends to dampen price moves. The gamma flip is $125.65, with spot 7.6% above it. The call wall is $140.00 and the put wall $135.00.
TOTAL GEX
$51M
All expirations, per 1% move
GAMMA FLIP
$125.65
-7.1%
CALL WALL
$140.00
+3.5%
PUT WALL
$135.00
-0.2%
NET GEX BY STRIKE
How this is calculated: Gamma Exposure (GEX) methodology · Gamma exposure explained