Closed
⌘K
Sign in Sign up

Spero Therapeutics SPRO 1.14 0.01 0.88%

SPRO Gamma Exposure (GEX)

SPRO (Spero Therapeutics): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
7.76
Put Call Ratio (OI)
0.367
Put Call Ratio (Vol)
5.72
IV Rank
70.4
IV Percentile
98.8
Max Pain
1

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
-6.4
6.4
View values by strike
SPRO · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
0.50 0 -0.0122
1.00 7.06 -0.693
1.50 16.1 -1.08
2.00 1.15 -0.577
2.50 1.53 K -55.8
5.00 586 0
7.50 43.8 0