Gamma Squeeze Score (beta)
The Gamma Squeeze Score is the result of a multi-factor quantitative model that identifies companies that have the highest risk of experiencing a gamma squeeze. The number ranges from 0 to 100, with higher numbers indicating a higher risk of a short squeeze relative to its peers, and 50 being the average.
This is an experimental feature. We welcome your suggestions for improvement.
Update Frequency: Daily
See our Gamma Squeeze Leaderboard
Gamma Exposure (beta)
This page shows the gamma exposure for DDF / Delaware Investments Dividend and Income Fund, Inc.. The Gamma Exposure (GEX) is a measure that shows how exposed options dealers and market makers are to movements in the share price of an underlying security. The GEX is measured in USD and shows how much a market maker must spend for every 1% move in the share price.
This is an experimental feature and a work in progress. We highly recommend you do your own calculations and verify with other sources before making any investing decisions.
| Date | GEX | ||
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| No data available | |||
| Date | GEX | ||
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| No data available | |||
Gamma Exposure By Strike Price (beta)
This page shows the gamma exposure for DDF / Delaware Investments Dividend and Income Fund, Inc. ordered by Strike Price. The Gamma Exposure (GEX) is a measure that shows how exposed options dealers and market makers are to movements in the share price of an underlying security. The GEX is measured in USD and shows how much a market maker must spend for every 1% move in the share price.
This is an experimental feature and a work in progress. We highly recommend you do your own calculations and verify with other sources before making any investing decisions.
Gamma Exposure By Expiration (beta)
This page shows the gamma exposure for DDF / Delaware Investments Dividend and Income Fund, Inc. ordered by Expiration. The Gamma Exposure (GEX) is a measure that shows how exposed options dealers and market makers are to movements in the share price of an underlying security. The GEX is measured in USD and shows how much a market maker must spend for every 1% move in the share price.
This is an experimental feature and a work in progress. We highly recommend you do your own calculations and verify with other sources before making any investing decisions.
Note: We are aware of an issue where we are showing expiration dates that are off by a day. This is due to the way JavaScript treats time zones. We are working on a fix.
| Expiry | GEX | ||
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| No data available | |||
| Expiry | GEX | ||
|---|---|---|---|
| No data available | |||
