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Invesco S&P 500 Low Volatility SPLV 72.11 -0.47 -0.65%

SPLV Gamma Exposure (GEX)

SPLV (Invesco S&P 500 Low Volatility): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.127
Put Call Ratio (OI)
2.2
Put Call Ratio (Vol)
0.0864
IV Rank
30.7
IV Percentile
32.2
Max Pain
73

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
-17.8
17.8
View values by strike
SPLV · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
55.00 0 -526
60.00 84.1 -771
62.00 0 -295
63.00 116 0
64.00 0 -256
65.00 133 -140
66.00 0 -158
67.00 0 -203
68.00 221 -181
70.00 539 -538 K
71.00 0 -16.1 K
72.00 1.26 K -437
73.00 1.74 K -11.6 K
74.00 7.57 K -2.25 K
75.00 1.25 K -2.84 K
76.00 3.11 K -2.26 K
77.00 818 -311
78.00 937 0
79.00 17 K 0
80.00 103 K 0
81.00 164 0
83.00 3.21 K 0
84.00 3.2 K 0
85.00 1.08 K 0