Closed
⌘K
Sign in Sign up

State Street SPDR Portfolio Aggregate SPAB 24.8 0.07 0.28%

SPAB Gamma Exposure (GEX)

SPAB (State Street SPDR Portfolio Aggregate): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.0482
Put Call Ratio (OI)
0.333
Put Call Ratio (Vol)
0.5
IV Rank
1.23
IV Percentile
12.2
Max Pain
25

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
242.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-10.2
10.2
View values by strike
SPAB · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
24.00 0 -367
25.00 477 -455
26.00 753 0