CALL WALL
$400.00
PUT WALL
$395.00
GAMMA FLIP (HVL)
$371.24
ABSOLUTE γ
$400.00
DAILY 1σ RANGE
$392.8 - $399.2
Net Gamma Profile by Strike
SIMULATE
+γ (Call dominant)
-γ (Put dominant)
Total GEX
Call/Put Walls
Gamma Flip (HVL)
Simulated Price
Vanna Exposure
∂²V / ∂S∂σ
Dealer's delta sensitivity to IV changes. When IV drops, vanna flows trigger systematic buying as dealers reduce hedges. Critical near OPEX.
Current Vanna Flow
+POS · IV ↓ → Bid
Charm Exposure
∂Δ / ∂t
Delta decay over time. Drives the OPEX week run-up pattern — as expiration nears, OTM call deltas decay, forcing dealers to unwind short hedges by buying.
Current Charm Flow
+POS · Time Decay Bid
⚠ DISCLAIMER · 重要免责声明
数据基于 2026/05/15 GOOGL Gamma敞口截图的视觉重构估值,采用 SpotGamma 公开框架的术语和方法论(Call Wall / Put Wall / Gamma Flip / Absolute Gamma / Vanna / Charm),但非 SpotGamma 官方产品。所有数值仅供学习参考,不构成投资建议。真实交易决策应使用经过验证的实时数据源。