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State Street SPDR Portfolio Developed SPDW 48.23 -0.23 -0.47%

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ATM IV
0.178
Put Call Ratio (OI)
1.11
Put Call Ratio (Vol)
1.43
IV Rank
8.93
IV Percentile
21.9
Max pain
42

Gamma exposure (2026-11-06)

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}
14.0
196.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-12.8
12.8
View values by strike
SPDW · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
41.00 199 0
42.00 554 0
43.00 0 -5.58 K
44.00 449 -11.8 K
45.00 324 -311
46.00 386 -503
47.00 0 -193
48.00 0 -8.21 K
49.00 1.38 K -1.13 K
50.00 0 -526
51.00 1.48 K -557
52.00 450 -109
53.00 9.7 K -161
54.00 914 0
55.00 220 0
56.00 4.72 K 0
59.00 232 0
60.00 98 0
61.00 120 0