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State Street SPDR Portfolio Long SPTL 24.96 0.19 0.77%

SPTL Gamma Exposure (GEX)

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

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ATM IV
0.0951
Put Call Ratio (OI)
0.099
Put Call Ratio (Vol)
0.0904
IV Rank
11.5
IV Percentile
31.5
Max Pain
25

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
-12.0
12.0
View values by strike
SPTL · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
22.00 0 -82
23.00 22.8 K 0
24.00 6.17 K -567
25.00 114 K -8.38 K
26.00 6.74 K -6.23 K
27.00 4.19 K -845
28.00 1.77 K -54.6