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Leverage Shares 2X Long SPCX SPCH 10.38 -0.03 -0.24%

SPCH Gamma Exposure (GEX)

SPCH (Leverage Shares 2X Long SPCX): 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
1.01
Put Call Ratio (OI)
0.444
Put Call Ratio (Vol)
0.642
IV Rank
3.36
IV Percentile
20.7
Max Pain
10

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
-29.7
29.7
View values by strike
SPCH · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
1.00 16.1 -0.18
1.50 47.2 0
2.00 4.89 -5.97
3.00 187 -3.35 K
3.50 2.74 0
4.00 1.02 K -1.78 K
4.50 0 -3.64
5.00 1 K -3.3 K
5.50 36.9 -85.6
6.00 3.46 K -3.36 K
6.50 21.4 -375
7.00 3.17 K -4.14 K
7.50 1.58 K -2.25 K
8.00 5.76 K -14.5 K
8.50 2.31 K -9.41 K
9.00 11.5 K -17.3 K
9.50 10.4 K -26.4 K
10.00 46.6 K -39.7 K
10.50 33 K -15.3 K
11.00 39.2 K -15.3 K
11.50 20.3 K 0
12.00 66.1 K -3.27 K
12.50 3.96 K -56.6
13.00 13.4 K -7.56 K
13.50 671 0
14.00 21.6 K -975
14.50 93.1 0
15.00 14.2 K -1.13 K
15.50 154 0
16.00 3.83 K -231
17.00 4.6 K -1.46 K
18.00 2.21 K -162
19.00 1.28 K -110
20.00 90 K -227
21.00 389 -29.5
22.00 682 -156
23.00 165 -76.8
24.00 201 -20.1
25.00 734 -76.3
26.00 1.81 K -200
30.00 951 0
35.00 284 0
40.00 1.09 K 0