Biggest GEX Change — Day-Over-Day Net Dealer Gamma Moves
As of April 21, 2026 (end-of-day snapshot). Pages update daily after the market close.
Stocks with the largest day-over-day change in net dealer gamma exposure. Big positive shifts signal dealer books moving longer gamma (vol-dampening); big negative shifts flag newly short-gamma environments where hedging flows can amplify moves. Regime transitions often precede or coincide with elevated realized volatility.
Top 50 by GEX Change
The live change leaderboard loads after the page hydrates. Rows are sorted by the absolute day-over-day change, with a minimum-OI liquidity floor.
Methodology
Change is computed as (today net_gex) − (prior session net_gex) from scan_tickers snapshots. Tickers below 500 non-expired OI are excluded so thinly-traded names don't dominate. Updated daily after close.
Frequently Asked Questions
Why does a big GEX change matter?
A sharp move in net dealer gamma signals the hedging regime has shifted. When GEX flips from positive to negative, dealer flows switch from damping moves to amplifying them — realized volatility tends to rise. Big positive jumps often mark the end of high-vol periods.
How is this different from the Gamma Exposure Leaders screener?
Gamma Exposure Leaders ranks by absolute GEX level (who has the biggest dealer footprint). This screener ranks by day-over-day change (who just had the biggest shift). The first finds structural positioning; the second finds fresh regime transitions.
Why is there a liquidity floor?
GEX on thinly-traded names is noisy — a handful of contracts can swing the value wildly. A 500-contract non-expired OI floor filters out spurious changes and keeps the leaderboard focused on names with meaningful hedging activity.
How often does this update?
Once per trading day after the market close, as soon as the new scan_tickers snapshot is persisted. All data is end-of-day.