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State Street SPDR EURO STOXX FEZ 68.97 0.79 1.16%

FEZ Gamma Exposure (GEX)

FEZ (State Street SPDR EURO STOXX): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.167
Put Call Ratio (OI)
1.24
Put Call Ratio (Vol)
0.478
IV Rank
11
IV Percentile
28.7
Max Pain
70.5

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}
4.0
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-44.1
44.1
View values by strike
FEZ · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
25.00 20.3 0
30.00 29.2 -809
35.00 2.1 K -7.65 K
39.00 0 -91.6
40.00 1.11 K -613
41.00 34.4 -107
42.00 18.3 -115
43.00 39 -90.7
44.00 4.96 K -676
45.00 4.42 K -5.78 K
46.00 625 -1.79 K
47.00 347 -4.1 K
48.00 12.3 K -344
49.00 498 -158
50.00 9.04 K -50.8 K
51.00 6.4 K -3.79 K
52.00 2.67 K -2.88 K
53.00 2.05 K -28.7 K
54.00 1.54 K -3.24 K
55.00 4.45 K -178 K
56.00 6.3 K -32.5 K
57.00 4.62 K -287 K
58.00 27.3 K -50.8 K
59.00 13.6 K -77.9 K
60.00 38.8 K -384 K
61.00 37.3 K -117 K
62.00 26.6 K -301 K
63.00 4.85 K -199 K
64.00 578 K -63.2 K
65.00 81.9 K -624 K
66.00 1.66 M -169 K
67.00 389 K -454 K
67.50 0 -5.1 K
68.00 462 K -5.17 M
68.50 4.29 K -21.1 K
69.00 257 K -299 K
70.00 828 K -1.13 M
70.50 1.29 K -57.1 K
71.00 1.11 M -428 K
72.00 280 K -319 K
73.00 1.45 M -7.38 K
74.00 71.3 K -777
75.00 594 K -89.9 K
76.00 187 0
77.00 728 -387
78.00 592 0
79.00 509 0
80.00 268 K -6.03 K
81.00 266 0
82.00 16.9 K 0
85.00 75.9 K 0
90.00 24.6 K -210
95.00 45.8 0
100.00 7.57 K 0