Dealer Gamma Exposure by Ticker

Estimated dealer gamma exposure (GEX) by ticker from listed options, to gauge hedging flows, pinning and volatility regimes.

Coverage: Daily dealer gamma exposure estimates per ticker derived from listed option open interest and greeks; history for US underlyings.

Tier: Quant

Get started

Install the client:

pip install finzdata

import finzdata as yf

gex = yf.gex("SPX")
print(gex.tail())

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