Gamma exposure screener for NSE stocks, indices and commodities
The GEX Screener compares estimated gamma exposure across the available derivatives symbols. Net and absolute exposure, gamma-flip distance and strike concentrations help shortlist chains for a detailed gamma-profile review.
Check the model's dealer sign assumptions, expiry scope and units before comparing symbols. Positive and negative modelled dealer gamma can imply different hedging responses, but OI does not reveal actual dealer holdings. A wall or flip is an estimate to monitor against price and liquidity, not a guaranteed barrier or breakout signal.
How should I use the GEX Screener page?
Start with regime and absolute GEX. Positive-gamma names are usually better fade candidates between walls, while negative-gamma names deserve more respect on breakout continuation and acceptance. Use gamma-flip distance to prioritize symbols most likely to shift behavior intraday.
What does high absolute GEX tell me?
High absolute GEX usually means there is a larger dealer-hedging footprint across the chain. It does not tell you direction by itself, but it helps identify where structure is meaningful instead of noisy. Combine it with net GEX and wall structure for directional context.
Why is gamma flip important in the screener?
Gamma flip is the rough regime boundary where net gamma changes sign. Names trading close to that level can change behavior quickly, especially if intraday acceptance builds beyond the nearby wall structure. Treat repeated tests around flip as potential regime transition zones.
Should I trust GEX alone for trade execution?
No. Use GEX to rank structure, then validate with price action, liquidity, event risk, and the full gamma-heatmap page before sizing trades.
Related JustTicks tools: Gamma Exposure (GEX) Chart, Delta Exposure (DEX) Dashboard, Gamma Analysis
GEX Screener
StocksSnapshotCompare gamma regimes, flip proximity and option walls across NSE symbols.
- Treat put wall and call wall as probable containment zones until acceptance breaks structure.
- Prioritize names where near-ATM structure remains stable and gamma-flip distance is not compressing too fast.
- Use failed range breaks as confirmation; avoid forcing continuation unless structure materially shifts.
- When acceptance occurs outside walls, treat breakout and trend continuation as the base case.
- Tighten invalidations because short-gamma regimes can accelerate quickly once price dislocates.
- Fade setups should be smaller and conditional on clear exhaustion plus supportive intraday liquidity.
- Start with rank, but execute only after chart acceptance and market-breadth confirmation.
- Check event calendar and expected volatility before sizing directional exposure.
- Use Gamma Heatmap to validate whether local strike density supports your entry thesis.
The GEX Screener page is the discovery layer for dealer-gamma structure. Use it to rank symbols by aggregate gamma footprint, split the universe into positive versus negative gamma, and quickly identify names trading close to their flip level.
After shortlisting, move to NIFTY Gamma Exposure for full-chain inspection. The single-symbol page helps you validate whether the wall structure, peak gamma, and local strike profile support the screener read.
Practical Workflow
- Rank symbols by absolute GEX or gamma-flip distance.
- Separate positive-gamma names from negative-gamma names before planning tactics.
- Use wall and flip levels to define operating range, breakout risk, and invalidation.
- Validate final trades with price action, breadth, and event context.
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GEX Screener FAQ
How should I use the GEX Screener page?
Start with regime and absolute GEX. Positive-gamma names are usually better fade candidates between walls, while negative-gamma names deserve more respect on breakout continuation and acceptance. Use gamma-flip distance to prioritize symbols most likely to shift behavior intraday.
What does high absolute GEX tell me?
High absolute GEX usually means there is a larger dealer-hedging footprint across the chain. It does not tell you direction by itself, but it helps identify where structure is meaningful instead of noisy. Combine it with net GEX and wall structure for directional context.
Why is gamma flip important in the screener?
Gamma flip is the rough regime boundary where net gamma changes sign. Names trading close to that level can change behavior quickly, especially if intraday acceptance builds beyond the nearby wall structure. Treat repeated tests around flip as potential regime transition zones.
Should I trust GEX alone for trade execution?
No. Use GEX to rank structure, then validate with price action, liquidity, event risk, and the full gamma-heatmap page before sizing trades.