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Gamma Exposure (GEX) Scorecard
Dealer gamma exposure computed from Deribit options open interest. Positive gamma means dealers are long gamma (dampening moves); negative gamma means
Signal Quality
| Period | Accuracy | Samples | Significance |
|---|---|---|---|
| 7d | 62% | 168 | ⚠️ Low sample |
| 30d | 60% | 720 | ⚠️ Low sample |
| 90d | 59% | 2,160 | ✅ Significant |
Calibration: GEX pin accuracy: % of time that price stayed within the predicted GEX pin range (±1 ATR of max gamma strike) for 4h.
Current Reading
Current Value
136.8800
alpha_spread_bps
Methodology Version
v1.0 (2025-09)
Current GEX level vs 90-day distribution.
24h History
500 data points · alpha_spread_bps
Strengths & Weaknesses
✅ Strengths
- Unique signal (few competitors track this)
- Good for predicting pinning behavior
- Useful for options traders
Best regime: neutral (range-bound near pin strikes)
⚠️ Weaknesses
- Data quality depends on options exchange coverage
- Works best near large expirations
- Slow update (hourly)
Worst regime: trending markets (GEX gets overridden)
Methodology Changelog
| Date | Version | Change |
|---|---|---|
| 2025-09 | v1.0 | Initial launch with options gamma exposure estimation |
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