gamma_flip_distance_atr
Where net GEX changes sign, as LEVEL MINUS SPOT in 14-session ATRs. NEGATIVE means spot is above the flip, on the side the sign convention calls positive gamma. Found by repricing the book at hypothetical spots (sticky strike, r = 0); NULL when no flip lies within 25% of spot.
atr_multiplesRESTATEDcore.option_strikesn_min 20export restricted — hover for the licence
value
-3.04 ATR
1y percentile
55.6%
3y percentile
55.6%
all percentile
55.6%
robust z
0.24
rank 1y
41.7%
n
62
2026-06-1762 obs2026-09-17
Every symbol at 2026-09-17
38 of 39 with a reading on or before 2026-09-17; 2 carried forward from an earlier day (marked). Each row is that name against its own history — core.metric_context(), one query for all of them — not a rank among them.
| symbol | value | 1y pct ↓ | 3y pct | 1y rank | robust z | n |
|---|---|---|---|---|---|---|
| XLF | +2.21 ATR | 95.9% | 95.9% | 89.1% | 1.92 | 61 |
| XLU | +1.03 ATR | 92.1% | 92.1% | 78.9% | 1.41 | 57 |
| QQQ | +1.49 ATR1d | 84.7% | 84.7% | 72.3% | 1.26 | 62 |
| IWM | +2.85 ATR | 80.5% | 80.5% | 63.8% | 1.02 | 64 |
| DIA | +0.26 ATR | 77.1% | 77.1% | 66.2% | 0.84 | 59 |
| WDC | +0.89 ATR | 75.4% | 75.4% | 81.5% | 0.54 | 63 |
| STX | +0.42 ATR | 74.6% | 74.6% | 78.7% | 0.70 | 61 |
| XLE | -0.32 ATR | 73.4% | 73.4% | 61.3% | 0.67 | 62 |
| LMT | -0.04 ATR | 71.1% | 71.1% | 66.2% | 0.38 | 57 |
| XLI | +4.44 ATR | 69.7% | 69.7% | 63.8% | 0.68 | 61 |
| AVGO | +0.26 ATR | 68.5% | 68.5% | 71.9% | 0.50 | 62 |
| AMZN | -1.52 ATR | 68.0% | 68.0% | 65.5% | 0.50 | 64 |
| PANW | -1.21 ATR | 65.8% | 65.8% | 69.7% | 0.39 | 60 |
| XLV | -2.74 ATR | 59.8% | 59.8% | 59.2% | 0.21 | 61 |
| DELL | -1.34 ATR | 57.9% | 57.9% | 64.4% | 0.47 | 63 |
| XOM | -3.04 ATR | 55.6% | 55.6% | 41.7% | 0.24 | 62 |
| XLY | +4.11 ATR | 54.1% | 54.1% | 18.4% | 0.06 | 49 |
| XLK | +0.18 ATR | 52.0% | 52.0% | 41.7% | 0.06 | 51 |
| PLTR | -1.51 ATR | 46.0% | 46.0% | 47.8% | -0.05 | 62 |
| XLP | +2.01 ATR | 45.8% | 45.8% | 24.5% | -0.09 | 60 |
| NVDA | -1.79 ATR | 45.2% | 45.2% | 45.2% | -0.18 | 63 |
| SPY | +0.49 ATR | 45.1% | 45.1% | 41.6% | -0.20 | 61 |
| CAT | +0.34 ATR | 44.9% | 44.9% | 58.4% | -0.04 | 59 |
| SMH | +1.00 ATR1d | 43.7% | 43.7% | 32.3% | -0.19 | 63 |
| ORCL | -0.70 ATR | 41.4% | 41.4% | 48.1% | -0.14 | 64 |
| DE | -1.52 ATR | 39.5% | 39.5% | 28.2% | -0.36 | 57 |
| CRWD | -2.32 ATR | 38.1% | 38.1% | 36.7% | -0.38 | 59 |
| AAPL | -4.14 ATR | 35.2% | 35.2% | 43.2% | -0.50 | 64 |
| MSFT | -5.96 ATR | 35.2% | 35.2% | 40.0% | -0.35 | 64 |
| SOXX | +0.42 ATR | 28.9% | 28.9% | 31.4% | -0.65 | 64 |
| GOOG | -0.93 ATR | 25.8% | 25.8% | 34.7% | -0.45 | 60 |
| SNDK | -0.36 ATR | 21.6% | 21.6% | 41.7% | -0.87 | 58 |
| MRVL | -1.37 ATR | 20.2% | 20.2% | 24.9% | -0.80 | 62 |
| MU | -1.29 ATR | 11.9% | 11.9% | 26.6% | -1.33 | 63 |
| SPCX | -1.10 ATR | 9.4% | 9.4% | 7.9% | -1.01 | 48 |
| INTC | -2.88 ATR | 4.0% | 4.0% | 30.0% | -1.81 | 62 |
| AMD | -2.57 ATR | 3.9% | 3.9% | 12.1% | -2.33 | 64 |
| META | -6.24 ATR | 0.8% | 0.8% | 0.0% | -3.43 | 63 |
| CRSR | no reading | insufficient data (n=0) | insufficient data (n=0) | insufficient data (n=0) | insufficient data (n=0) | 0 |
Provenance
- Source
- core.option_strikes
- Cadence
- daily, XNYS sessions; fetched 19:00 ET, first materialised by the next run
- Read by
- DESIGN.md:169's gamma flip distance in ATR units
- Point-in-time
- RESTATED — values change as corporate actions arrive. Each row's vintage_ts records when it was computed.
- Export restriction
- INHERITED FROM core.option_strikes, whose uw_option_chains SourceSpec records the basis: UW API Basic is a personal-use tier and the rows carry OPRA-derived NBBO and greeks (DESIGN.md §9.15, ADR-0014). A statistic computed from restricted data is still restricted - a sum is not a licence.