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Dealer Flow
How Gamma Exposure (GEX) Is Actually Calculated
Gamma exposure sounds like a black box. The calculation is actually simple — and understanding it tells you exactly where the number can be wrong.
NoVo Options Trading · 2026
Gamma exposure (GEX) estimates how much hedging dealers must do per point of price movement. The math isn't exotic; it's a weighted sum across the options chain, plus one big assumption.
The building blocks
For each strike you take its gamma (how fast delta changes), multiply by the open interest there (how many contracts), by the 100 contract multiplier, and by spot (to express it in dollars per 1% move). That gives the dollar gamma sitting at that strike. Do it for every strike and expiration, and you have a gamma profile across price.
The sign: the crucial assumption
To get net GEX you must sign each strike by which side dealers are on. The standard convention assumes dealers are long calls and short puts — so call gamma adds and put gamma subtracts. Sum it all and a positive number means dealers are net long gamma (stabilizing), negative means short gamma (amplifying). The gamma flip is where that sum crosses zero.
GEX is a weighted sum you could do by hand — except for one assumption about dealer positioning that the whole number hinges on.
Why it's an estimate
Two honest caveats. The dealer-positioning sign is assumed, not observed — nobody publishes which side dealers are really on. And choices like which expirations to include and how to model gamma vary, which is why two providers show different GEX. Treat GEX as a well-motivated estimate of the hedging terrain, not a measured fact — a map that tilts the odds, exactly how the rest of the dealer read should be used.
More on this: Do Dealer Levels Actually Work, or Is GEX Pseudoscience? · Free vs Paid GEX Tools: What You Actually Give Up · The Best Gamma-Exposure Tools for SPY Traders (and What They Miss)
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NoVo is a software tool for market analysis and for executing trades you initiate, not financial advice. This article is general education, not investment advice. Options trading involves substantial risk of loss, up to and including your entire capital. NoVo makes no guarantee of profit, win rate, or performance, and past results do not predict future outcomes. You are responsible for your own broker account, configuration, and trading decisions.