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State Street SPDR Portfolio Mortgage SPMB 21.63 0.06 0.28%

SPMB Gamma Exposure (GEX)

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

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ATM IV
0.239
Put Call Ratio (OI)
0.08
Put Call Ratio (Vol)
0.06
IV Rank
0.85
IV Percentile
50
Max Pain
22

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
-9.4
9.4
View values by strike
SPMB · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
21.00 0 -92.5
22.00 0 -177