XLY Gamma Exposure (GEX)

Consumer Discretionary Select Sector SPDR ETF · computed from open interest and end-of-day quotes as of 2026-07-10 · spot $117.24 · updated nightly

Net GEX / 1% move
$3M
positive gamma regime
Gamma flip
$116.44
-0.68% from spot
Top gamma wall
$120
20.1% of total gamma
Absolute GEX
$41M
net/abs ratio 0.076

Net GEX by strike

Spot 117.24Gamma flip 116.44104107110112113.5115116.5118119.5121123126130

positive (dealers dampen moves)   negative (dealers amplify moves)  — strikes within ±15% of spot.

Gamma walls

StrikeNet GEX / 1%Share of total gammaDistance from spot
$120 $8M 20.1% 2.35%
$117 −$8M 18.2% -0.20%
$115 $3M 8.4% -1.91%
$112 −$2M 4.1% -4.47%
$122 $1M 2.8% 4.06%

GEX by expiration

ExpirationNet GEX / 1%Absolute GEX
2026-07-17 −$618,577 $36M
2026-07-24 $207,305 $404,763
2026-07-31 $2M $2M
2026-08-07 $13,072 $33,989
2026-08-14 −$269 $1,182
2026-08-21 $1M $3M

What is gamma exposure?

When you buy an option, a market maker usually takes the other side and hedges by holding shares of XLY. As the price moves, the amount they must hold changes — that sensitivity is gamma. GEX aggregates it across all open contracts (calls positive, puts negative, per the standard dealer-positioning convention) into a dollar figure per 1% move.

In a positive gamma regime, dealers sell into rallies and buy dips — mechanically dampening volatility. In negative gamma, hedging flows push in the same direction as the market, amplifying moves. The gamma flip ($116.44 right now) is the estimated price where the regime switches, and large single-strike concentrations ("gamma walls") often act like short-term magnets or barriers. These are estimates built on simplified assumptions — positioning context, not predictions. Full explainer: what is GEX?

More XLY options data

See the XLY max pain dashboard for the expiry-pinning view of the same open interest , or check which ETFs overlap with XLY if you hold it as a fund.

GEX for other tickers

GEX is computed nightly from end-of-day open interest and quotes using a Black-Scholes approximation (r=0, q=0), matching common retail GEX conventions (methodology). Derived metrics only — not raw market data, not investment advice.