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State Street SPDR Portfolio Developed SPDW 51.42 0.68 1.34%

SPDW Gamma Exposure (GEX)

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

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ATM IV
0.171
Put Call Ratio (OI)
0.317
Put Call Ratio (Vol)
0.476
IV Rank
9.18
IV Percentile
20.4
Max Pain
54

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
-14.4
14.4
View values by strike
SPDW · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
41.00 167 0
42.00 434 0
44.00 284 0
45.00 169 -222
46.00 201 -200
48.00 0 -442
49.00 1.83 K -162
50.00 0 -202
51.00 0 -1.5 K
52.00 0 -639
53.00 3.3 K -4.71 K
54.00 0 -536
55.00 332 0
56.00 11.1 K 0
59.00 322 0
61.00 135 0