What is a gamma squeeze? click to expand
When traders buy out-of-the-money call options, the market-makers who sold those calls go short gamma. As the underlying stock rallies toward those strikes, the dealers' delta hedge balloons — they have to keep buying the stock to stay flat. Buying begets buying, the spot price gets sucked toward the largest call-gamma strike (the call wall), and a feedback loop kicks in: that's a gamma squeeze.
This dashboard scrapes live options-chain data, computes per-strike gamma exposure (GEX) for the front 4 expirations, and ranks tickers by a heuristic squeeze score that combines:
- Call-vs-put gamma dominance — short-dated dealer hedging is one-sided
- Distance to the call wall — squeeze leverage peaks ~3% below the wall
- Volume / open-interest burst — fresh positioning, not stale OI
- Implied-volatility level — vega-paranoid dealers hedge harder
⚠️ Not financial advice. This is an educational visualization of public options data. Squeeze setups can dissipate in hours and small-float names are particularly volatile. Do your own work.
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