TSM Gamma Exposure (GEX)
TSM $426.57 · Updated Oct 26, 4:00 PM ET
TSM total dealer gamma exposure is -$20M across all listed expirations. Negative GEX means dealers are net short gamma; their hedging tends to amplify price moves. The gamma flip is $421.90, with spot 1.1% above it. The call wall is $450.00 and the put wall $400.00.
TOTAL GEX
-$20M
All expirations, per 1% move
GAMMA FLIP
$421.90
-1.1%
CALL WALL
$450.00
+5.5%
PUT WALL
$400.00
-6.2%
NET GEX BY STRIKE
How this is calculated: Gamma Exposure (GEX) methodology · Gamma exposure explained