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State Street SPDR Portfolio High SPHY 23.02 0.04 0.17%

SPHY Gamma Exposure (GEX)

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

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ATM IV
0.117
Put Call Ratio (OI)
0.625
Put Call Ratio (Vol)
0.586
IV Rank
1.79
IV Percentile
31.9
Max Pain
23

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
207.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-10.0
10.0
View values by strike
SPHY · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
23.00 8.64 K -43.6 K
24.00 19.9 K -132
32.00 0 -9.31