Trading Volatility

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Gamma Exposure (GEX) Measurement of US Stocks and Options

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Data Summary

Trading Volatility provides daily measurements of Naive Gamma Exposure and Skew-Adjusted Gamma Exposure for understanding option-driven trading flows in U.S. equity markets with updates for over 1,100 securities from U.S. stock exchanges.

Use Cases

  • Alpha Generation
  • Trading
  • Stock Selection
  • Portfolio Management
  • Risk Analysis