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 31 points. rank 41% sits far below percentile 72%, 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
2026-06-1765 obs2026-09-18
Every symbol at 2026-09-18
39 of 39 with a reading on or before 2026-09-18. 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 |
|---|---|---|---|---|---|---|
| AMD | +$329.9m per 1% | 97.7% | 97.7% | 76.4% | 1.97 | 65 |
| META | +$1.17bn per 1% | 96.2% | 96.2% | 67.5% | 1.88 | 65 |
| MU | +$522.2m per 1% | 96.2% | 96.2% | 86.2% | 1.82 | 65 |
| SMH | +$139.6m per 1% | 94.6% | 94.6% | 91.8% | 1.03 | 65 |
| SNDK | +$131.9m per 1% | 91.5% | 91.5% | 85.3% | 1.51 | 65 |
| INTC | +$122.7m per 1% | 90.0% | 90.0% | 54.3% | 1.59 | 65 |
| SOXX | -$18.5m per 1% | 80.8% | 80.8% | 52.7% | 0.75 | 65 |
| GOOG | +$118.1m per 1% | 79.2% | 79.2% | 67.2% | 0.91 | 65 |
| QQQ | +$86.2m per 1% | 79.2% | 79.2% | 54.0% | 0.85 | 65 |
| CRSR | +$268k per 1% | 77.7% | 77.7% | 49.9% | 0.51 | 65 |
| AAPL | +$1.13bn per 1% | 76.2% | 76.2% | 63.7% | 0.86 | 65 |
| MRVL | +$51.9m per 1% | 76.2% | 76.2% | 50.0% | 0.72 | 65 |
| XLK | +$7.9m per 1% | 76.2% | 76.2% | 73.1% | 0.56 | 65 |
| NVDA | +$1.04bn per 1% | 71.5% | 71.5% | 40.8% | 0.50 | 65 |
| CAT | -$3.0m per 1% | 66.9% | 66.9% | 52.9% | 0.41 | 65 |
| SPCX | +$25.4m per 1% | 66.9% | 66.9% | 32.6% | 0.49 | 65 |
| AVGO | +$54.1m per 1% | 63.8% | 63.8% | 53.2% | 0.27 | 65 |
| XLY | -$50.6m per 1% | 63.8% | 63.8% | 89.7% | 0.32 | 65 |
| STX | +$7.7m per 1% | 57.7% | 57.7% | 43.9% | 0.16 | 65 |
| CRWD | +$36.2m per 1% | 54.6% | 54.6% | 43.6% | 0.12 | 65 |
| WDC | -$7.9m per 1% | 54.6% | 54.6% | 33.7% | 0.12 | 65 |
| AMZN | +$400.7m per 1% | 53.1% | 53.1% | 50.3% | 0.02 | 65 |
| SPY | -$5.72bn per 1% | 51.5% | 51.5% | 34.8% | 0.03 | 65 |
| XOM | +$73.1m per 1% | 50.0% | 50.0% | 52.4% | 0.00 | 65 |
| MSFT | +$951.3m per 1% | 46.9% | 46.9% | 59.4% | -0.03 | 65 |
| ORCL | +$10.2m per 1% | 46.9% | 46.9% | 30.1% | -0.05 | 65 |
| DELL | +$35.7m per 1% | 45.4% | 45.4% | 27.1% | -0.19 | 65 |
| PANW | +$19.3m per 1% | 39.2% | 39.2% | 53.2% | -0.20 | 65 |
| PLTR | +$59.2m per 1% | 39.2% | 39.2% | 34.7% | -0.38 | 65 |
| XLI | -$114.4m per 1% | 37.7% | 37.7% | 54.1% | -0.30 | 65 |
| DE | +$4.0m per 1% | 34.6% | 34.6% | 26.4% | -0.43 | 65 |
| XLP | -$52.3m per 1% | 31.5% | 31.5% | 51.2% | -0.72 | 65 |
| DIA | -$60.6m per 1% | 23.8% | 23.8% | 41.8% | -0.90 | 65 |
| LMT | -$4.2m per 1% | 22.3% | 22.3% | 22.4% | -0.35 | 65 |
| XLE | -$13.4m per 1% | 22.3% | 22.3% | 46.5% | -0.79 | 65 |
| XLU | -$12.5m per 1% | 17.7% | 17.7% | 36.4% | -0.78 | 65 |
| IWM | -$3.74bn per 1% | 16.2% | 16.2% | 47.2% | -1.24 | 65 |
| XLV | +$8.0m per 1% | 8.5% | 8.5% | 19.2% | -1.32 | 65 |
| XLF | -$183.2m per 1% | 3.8% | 3.8% | 22.7% | -3.13 | 65 |
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.