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State Street SPDR Bloomberg Convertible CWB 102.92 1.23 1.21%

CWB Gamma Exposure (GEX)

CWB (State Street SPDR Bloomberg Convertible): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.235
Put Call Ratio (OI)
44.1
Put Call Ratio (Vol)
11.6
IV Rank
27.7
IV Percentile
71.2
Max Pain
108

Gamma exposure (2026-09-21)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
25.0
207.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-33.0
33.0
View values by strike
CWB · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
70.00 0 -331
75.00 0 -244
85.00 430 -8.38 K
88.00 0 -3.79 K
89.00 0 -7.05 K
90.00 0 -382 K
91.00 0 -5.25 K
93.00 0 -5.42 K
94.00 0 -1.2 K
95.00 270 -21.7 K
96.00 0 -16.8 K
97.00 0 -15.5 K
98.00 0 -17.2 K
99.00 0 -35.5 K
100.00 1.54 K -86.9 K
101.00 1.01 K -34.8 K
102.00 1.07 K -46.9 K
103.00 1.15 K -6.15 K
104.00 929 -93.2 K
105.00 11.7 K -17.1 K
106.00 925 -3.32 K
107.00 5.42 K -6.88 K
108.00 0 -14.1 K
109.00 0 -9.08 K
110.00 12.8 K 0
111.00 0 -305
115.00 223 0
120.00 296 0