Measures

Dealer Gamma Exposure (GEX): Walls, Flips, and Regimes

By Rohan Fernandes, Founder · Updated 2026-08-21 · Educational reference, not investment advice

Dealer gamma exposure estimates the aggregate hedging position of options market makers from chain open interest. In a positive-gamma regime dealer hedging leans against moves, dampening them toward mean reversion; in a negative-gamma regime hedging chases moves, amplifying trends. The estimate is a context signal for index products, not a trade signal.

How is GEX estimated?

Dealers who take the other side of customer option flow hedge their net delta with stock. Summing gamma times open interest across a chain, under a standing assumption about which side dealers hold (classically: short the puts customers bought, long the calls customers sold), yields a net dealer gamma estimate per strike and in aggregate. From it come three reference levels: the gamma flip strike where the aggregate changes sign, the call wall (largest positive concentration, often acting as resistance under heavy hedging), and the put wall (the downside mirror).

What do the two regimes mean in practice?

In Options Scanner these regimes feed a context gate: a negative-gamma regime caps the score of index credit-spread candidates, and a positive-gamma regime caps index debit candidates, since each regime works against that structure's need.

Where does GEX stop being trustworthy?

Two places, both encoded as limits rather than footnotes. First, the dealer-positioning assumption is index-shaped: single stocks with heavy directional order flow break the sign convention, so regime caps apply to index products only and skipped caps are journaled for later review. Second, a controlled test of strike-local wall effects found no reliable edge at the individual-strike level, so wall positions display as context and do not move entry scores. An estimate built on an assumption is context, and treating it as context is what keeps it useful.

Educational reference. Options Scanner is a software tool. It is not a broker-dealer, an investment adviser, or a fiduciary, and nothing on this page is investment advice or a recommendation to buy or sell any security. Options involve risk and are not suitable for every investor; read the Characteristics and Risks of Standardized Options before trading. Examples use hypothetical numbers for illustration only.