SigmaRange
  • Board
  • My Sigma
  • Calculator
  • Guide
  • Learn
  • Research
Market closedUpdated Nov 13 close
Sigma Lab
Sigma Lab
HomeSymbolsMy Sigma

Screener · band window Nov 13 – Nov 20

GEX floor at −1σ

The strongest positive-GEX strike below spot, within ½% of the −1σ edge, and clearly dominant rather than one strike among many. Implied volatility and dealer positioning are different inputs, so agreeing on a price is corroboration. Ranked by how much of the nearby gamma sits on that one strike.

KOSPI flowsTrading above +1σTrading below −1σGEX floor at −1σWidest expected moveToday’s card
PublishedNov 13, 5:11 PM ESTData basisHide
Price basis
Regular-session close
Extended hours
Excluded
Last observation
Nov 13 close
Adjustment
As supplied upstream; not re-adjusted here

A daily snapshot, not a live quote. Prices are taken as the upstream feed supplies them.

Results

0 of 184 symbols

No symbol has a dominant gamma floor on its −1σ edge in this snapshot.

Measured at the Nov 13 close.

SigmaRange

A statistical view of the market: where each symbol sits inside its own expected range, rather than another list of prices.

BoardMy SigmaCalculatorKOSPI flowsGuideLearnResearchData · EditorialTrading above +1σTrading below −1σGEX floor at −1σWidest expected moveToday’s cardAbout · ContactPrivacy policy
Band anchor
Nov 13 close
Band window
Nov 13 – Nov 20

Settled regular-session closes and option-implied move data. Not investment advice.

Normal assumption · ±1σ ≈ 68% (theoretical)