Gamma Exposure (GEX)

Positive vs Negative Gamma

Lesson 2 of 52 min read277 words

The one idea that explains most days

Every trading day, dealer hedging is doing one of two opposite things: calming the market down, or speeding it up. Which one depends on the sign of their net gamma. Get this straight and half of GEX is done.

Positive gamma dampens moves; negative gamma amplifies them
Positive gamma dampens moves; negative gamma amplifies them

Positive gamma — the market dampens itself

When dealers are net long gamma, their hedge works *against* the move:

  • Price dips → they buy to re-hedge → the dip gets bought
  • Price rallies → they sell to re-hedge → the rally gets sold

This is counter-cyclical. It quietly leans against every move, so volatility stays low, ranges hold, and price tends to grind and mean-revert. Fades work. Breakouts often fail.


Negative gamma — the market feeds on itself

When dealers are net short gamma, their hedge works *with* the move:

  • Price dips → they sell to re-hedge → the dip gets worse
  • Price rallies → they buy to re-hedge → the rally accelerates

This is pro-cyclical — a feedback loop. Small moves turn into big ones, volatility expands, and the market trends and gaps. This is the environment behind most fast, one-directional selloffs.

Same headline, opposite reaction. In positive gamma a scary print gets bought back; in negative gamma the same print can start a cascade. The news did not change — the hedging did.


How do you know which one you're in?

You compare price to a single level — the gamma flip. Above it you are usually in positive gamma; below it, negative. That level is the subject of the next lesson.