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Combo Gama Exposure + EMA + SMA 1.0

Gamma Exposure (GEX) for the CBOE Volatility Index (VIX) is an estimate of how much option sellers need to hedge for every 1% change in the underlying asset's price. It's also known as Gamma Levels.

How is GEX calculated?
  • GEX is calculated based on a 1% move of the underlying security
  • It's calculated and updated throughout the day
  • It's based on market positioning and open interest


These regions are important because they show the regions where players can act more aggressively to defend their positions. When inserting the indicator on the chart, a popup will open requesting the GEX levels (Put wall, Vix Call Wall 0DTE, etc.)

In addition, 3 moving averages will be inserted into the chart. A 9-period exponential moving average, a 20-period arithmetic moving average, and a 200-period arithmetic moving average. These moving averages aim to indicate the possible trend of the asset, where pullbacks in these averages can signal a possible entry in favor of the trend.

Penafian

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