Biggest GEX Change: Day-Over-Day Net Dealer Gamma Moves
As of June 8, 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's net dealer gamma exposure minus the prior session's, from daily end-of-day snapshots. Tickers with fewer than 500 non-expired contracts of open interest 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 day-over-day 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, and intraday price action becomes more directional. Big positive jumps often mark the end of high-vol periods, when accumulated hedging unwinds and dealers return to a long-gamma posture. The flip itself is a regime indicator that often coincides with notable price moves on the same session or the following one.
How is this different from the Gamma Exposure Leaders screener?
Gamma Exposure Leaders ranks by absolute GEX level (who currently has the biggest dealer footprint and is most structurally important). This screener ranks by day-over-day change (who just had the biggest shift in dealer positioning). The first finds structural names where dealer hedging is always meaningful; the second finds fresh regime transitions where positioning is actively repricing. Use the level screener for ongoing context and this one for catalyst detection. A name can rank low on level but high on change at the moment a regime is flipping.
Why is there a liquidity floor?
GEX on thinly-traded names is noisy. A handful of contracts can swing the absolute value wildly without representing meaningful hedging flow. A 500-contract non-expired OI floor filters out spurious changes and keeps the leaderboard focused on names with enough open interest that dealer hedging actually moves the underlying. Without the floor, low-volume small caps would dominate the change leaderboard with statistically meaningless fluctuations driven by single trades, masking the genuinely informative signals on liquid names.
How often does this update?
Once per trading day after the market close, as soon as the new end-of-day snapshot is persisted. All data is end-of-day OPRA aggregates, which is public-license-safe for free display. The change is computed against the previous trading session's persisted snapshot, so the leaderboard refreshes within a few hours of the close. Authenticated API-tier users with their own BYOK credentials can compute intraday GEX changes against the stored EOD baseline directly via the streaming endpoint.
How fresh is the data on this screener?
All public screener data refreshes once per trading day after the 4:00 PM ET market close, typically available by 5:30 PM ET. The platform uses end-of-day OPRA aggregates which are licensed for free public display. Authenticated API-tier users with their own Tradier or tastytrade BYOK credentials can pull intraday data through the streaming endpoints.
Where does the underlying data come from?
End-of-day OPRA aggregates for the options data, exchange-published stock prices for the spot reference, and a calibrated implied-volatility surface computed from the listed chain. Ranking metrics like IV rank, GEX, and unusual-activity counts are computed nightly from these primary inputs. Methodology details are in each screener's "How it's computed" section above.
Are these stocks recommended trades?
No. The screener is a ranked list of names that meet a quantitative filter at the close of the prior trading session, a research starting point, not a buy or sell signal. Whether any name on the list represents a tradeable opportunity depends on the underlying catalyst, your strategy, current market context, and risk tolerance. The platform does not give trade advice; the lists are descriptive, not prescriptive.
How often does the ranking change?
The ranking refreshes every trading day after the close. Names move on and off the list as their underlying metric (IV rank, gamma exposure, volume, etc.) crosses thresholds. Most screeners show meaningful day-over-day churn at the top of the list during active markets and lower turnover during low-volatility regimes. The "biggest change" screeners specifically target fast-moving names.
Is the screener tradeable in real-time during market hours?
The screener itself ranks on end-of-day data. To trade names on the list during market hours, use your own broker's real-time chain data; the platform's per-ticker pages link directly to real-time chains for authenticated users. The screener's job is to surface the universe of candidates that met yesterday's filter; the trade decision uses live data.
Can I export the ranked list?
Pro and API tier users can export rankings via the API (REST endpoint per screener slug returns a JSON list with all metric columns) or pull them programmatically through the Python SDK. Free users have the full ranking visible on the page; programmatic access requires authentication. Daily snapshots are also available for backtesting research through the API tier.