gex profile

The GEX Profile isolates critical market inflection points by analyzing net classified orderflow imbalances across strikes.

Classification Methodology

1. Transaction Netting: The Options Profile measures cumulative transaction imbalances. Matched trades between counterparties do not change net inventory. The chart displays only excess customer demand or excess dealer supply.
2. Behavioral Positioning: Market participants adjust risk dynamically. While dealers rebalance delta continuously, aggregate customer positioning also creates structural boundaries.
3. Net Exposure Identification: Where net imbalances exist, counterparties must adjust as spot price moves.
4. Call and Put Netting: The GEX Profile nets imbalanced calls against imbalanced puts to identify concentrated market exposure. Call GEX imbalance extends to the right; Put GEX imbalance extends to the left. This view highlights high-gamma targets, low-gamma transition zones, and dominant gamma regimes.

Versions

We run these versions, all with the applicable features of gexbot classic (lookback dots, history slider, major levels):

Customization

gexbot state is highly customizable. Settings include:

• color settings for every element on the chart
• line-type settings for every line on the chart (solid | simple-dashed | dashed | dotted)
• size settings for every dot on the chart
• ability to enable/disable chart elements
• price multiplier setting to convert between indexes/etfs

Historical data and alerts

• load and review any day within the last 90 calendar days for any chart type and available ticker
• alerts for spot price touching major call and major put
• alerts for spot price touching major long and major short gamma (see convexity ladder)
• running record of your triggered alerts