EARNINGS OPTIONS MONITOR

Near Earnings Gamma

optionable reporters · adjustable ranking within each earnings cohort

DATA AS OF — —

Earnings overview

Before-market and after-market cohorts rank independently using the selected ranking method.

Earnings dates
Market cap

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PRICE MARKET CAP GEX SIGNIFICANCE
Net signed GEXper 1% underlying move
Call GEX
Put GEX

Gamma exposure by strike

Bars use open interest. The curve revalues net GEX across spot scenarios.

Expiration dates
Call GEXPut GEX Aggregate GEXGamma flip Last price

Call and put gamma exposure by strike with aggregate gamma exposure across simulated spot prices.

Gamma flip Call wall Put wall