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State Street SPDR Portfolio Emerging SPEM 53.4 1.0 1.91%

SPEM Gamma Exposure (GEX)

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

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ATM IV
0.231
Put Call Ratio (OI)
1
Put Call Ratio (Vol)
0.909
IV Rank
6.08
IV Percentile
34.6
Max Pain
49

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
179.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-12.4
12.4
View values by strike
SPEM · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
47.00 0 -224
49.00 -2.32e-6 0
50.00 153 0
51.00 0 -151
52.00 420 -418
53.00 1.85 K -239
55.00 640 0
59.00 140 0