Below is the historical chart of Reliance Industries GEX for the period from December 22, 2021, to March 24, 2023. The chart indicates that as the stock price increases, the GEX of the stock remains positive, and the volatility decreases. On the other hand, when the stock price declines, the GEX remains in negative territory with increase in volatility.
Nifty GEX at What is GEX (Gamma Exposure)? .
Historically how Nifty GEX has moved at Historical Nifty GEX
Other links:
Other methodologies for calculation of GEX How to Calculate Gamma Exposure (GEX) and Zero Gamma Level
What is VIX? VIX
What is gex?
ReplyDelete
ReplyDeleteWhat is GEX?
GEX is the estimated dollar value that option sellers need to hedge for every 1% change in the underlying asset's price.
GEX is calculated by summing gamma from calls and puts at each strike.
GEX is used to determine how much of a stock market makers must buy or sell to remain neutral in their positions.
What is NiGEX?
NiGEX is a term used to describe the correlation between Nifty and GEX.
The value of NiGEX can be volatile, with wide ranges and a variety of values.
What can be found on the Niftygexsspace.quora.com blog?
Discussions about the correlation between Nifty and GEX
Information about the volatile behavior of NiGEX
Articles about GEX and NiGEX