Simplify Analyticsnet_gex
Dealer net gamma exposure, dollars of the underlying traded per 1% move to stay hedged. ASSUMES DEALERS ARE LONG CALLS AND SHORT PUTS - the common convention, and exactly what L exists to test. Positive means hedging damps moves. 0DTE contracts excluded: they are not held past the close.
Rank and percentile disagree by 27 points. rank 59% sits far below percentile 87%, both over every reading on record, less than a year of them: one violent spike stretched the range, so this reading looks low against the high while being high against almost every other reading in it
2026-06-1764 obs2026-09-17
Every symbol at 2026-09-17
39 of 39 with a reading on or before 2026-09-17. 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 |
|---|---|---|---|---|---|---|
| AAPL | +$1.74bn per 1% | 99.2% | 99.2% | 100.0% | 2.77 | 64 |
| AMD | +$468.1m per 1% | 99.2% | 99.2% | 100.0% | 3.36 | 64 |
| CRWD | +$101.3m per 1% | 99.2% | 99.2% | 100.0% | 2.19 | 64 |
| DELL | +$196.8m per 1% | 99.2% | 99.2% | 100.0% | 5.44 | 64 |
| INTC | +$249.0m per 1% | 99.2% | 99.2% | 100.0% | 4.32 | 64 |
| META | +$1.88bn per 1% | 99.2% | 99.2% | 100.0% | 3.78 | 64 |
| MU | +$703.2m per 1% | 99.2% | 99.2% | 100.0% | 2.67 | 64 |
| PANW | +$66.5m per 1% | 99.2% | 99.2% | 100.0% | 2.49 | 64 |
| SPCX | +$319.4m per 1% | 99.2% | 99.2% | 100.0% | 4.35 | 64 |
| MRVL | +$114.0m per 1% | 97.7% | 97.7% | 85.2% | 2.53 | 64 |
| PLTR | +$227.5m per 1% | 96.1% | 96.1% | 85.2% | 1.60 | 64 |
| GOOG | +$221.4m per 1% | 94.5% | 94.5% | 89.4% | 2.08 | 64 |
| NVDA | +$1.53bn per 1% | 94.5% | 94.5% | 56.8% | 1.41 | 64 |
| MSFT | +$1.52bn per 1% | 93.0% | 93.0% | 89.6% | 0.79 | 64 |
| DE | +$27.8m per 1% | 91.4% | 91.4% | 61.8% | 1.86 | 64 |
| CRSR | +$359k per 1% | 89.8% | 89.8% | 72.4% | 1.50 | 64 |
| SNDK | +$112.0m per 1% | 89.8% | 89.8% | 81.4% | 1.38 | 64 |
| ORCL | +$88.8m per 1% | 86.7% | 86.7% | 59.4% | 1.36 | 64 |
| SMH | -$19.8m per 1% | 83.6% | 83.6% | 83.6% | 0.75 | 64 |
| XOM | +$114.2m per 1% | 82.0% | 82.0% | 75.8% | 0.84 | 64 |
| QQQ | -$731.8m per 1% | 72.7% | 72.7% | 48.1% | 0.57 | 64 |
| AMZN | +$435.6m per 1% | 61.7% | 61.7% | 54.1% | 0.18 | 64 |
| XLV | +$61.3m per 1% | 58.6% | 58.6% | 55.5% | 0.13 | 64 |
| LMT | +$6.4m per 1% | 57.0% | 57.0% | 37.4% | 0.22 | 64 |
| SPY | -$6.86bn per 1% | 41.4% | 41.4% | 31.6% | -0.12 | 64 |
| XLE | +$23.7m per 1% | 38.3% | 38.3% | 59.6% | -0.18 | 64 |
| SOXX | -$117.2m per 1% | 30.5% | 30.5% | 29.7% | -0.49 | 64 |
| XLK | -$12.7m per 1% | 28.9% | 28.9% | 50.4% | -0.70 | 64 |
| CAT | -$34.6m per 1% | 25.8% | 25.8% | 36.8% | -0.57 | 64 |
| AVGO | -$71.2m per 1% | 24.2% | 24.2% | 29.0% | -0.73 | 64 |
| WDC | -$21.9m per 1% | 14.8% | 14.8% | 18.6% | -0.70 | 64 |
| DIA | -$214.0m per 1% | 7.0% | 7.0% | 20.4% | -2.01 | 64 |
| STX | -$22.9m per 1% | 5.5% | 5.5% | 14.4% | -1.51 | 64 |
| XLI | -$253.8m per 1% | 5.5% | 5.5% | 5.2% | -2.65 | 64 |
| XLY | -$164.5m per 1% | 2.3% | 2.3% | 41.6% | -4.43 | 64 |
| IWM | -$7.39bn per 1% | 0.8% | 0.8% | 0.0% | -3.83 | 64 |
| XLF | -$330.1m per 1% | 0.8% | 0.8% | 0.0% | -5.17 | 64 |
| XLP | -$135.9m per 1% | 0.8% | 0.8% | 0.0% | -4.10 | 64 |
| XLU | -$40.3m per 1% | 0.8% | 0.8% | 0.0% | -2.09 | 64 |
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 net GEX percentile; Page 5's net GEX with history; the predictor in L's test against next-day realized vol
- 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.