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State Street SPDR S&P 500 SPY 765.37 5.4 0.71% Regime: Vol Expansion (70%)

Previous-day view · Mon Oct 26 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
0.15
Put Call Ratio (OI)
2.19
Put Call Ratio (Vol)
1.56
IV Rank
44.7
IV Percentile
54.1
Max Pain
767

Gamma exposure (2026-10-26)

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}
0.0
816.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-715.1
715.1
View values by strike
SPY · Gamma exposure · 2026-10-26. USD of exposure per 1% underlying move.
StrikeCallsPuts
50.00 379 -22.4 K
55.00 19.9 -2.42 K
60.00 173 -18.4 K
65.00 0 -8.03 K
70.00 0 -14.8 K
75.00 0 -4.53 K
80.00 0 -8.07 K
85.00 0 -1.43 K
90.00 8.49 -6.71 K
95.00 0 -7.36 K
100.00 268 -83.7 K
105.00 0 -3.47 K
110.00 27.3 -14.9 K
115.00 0 -1.07 K
120.00 20.5 -7.82 K
125.00 0 -4.91 K
130.00 347 -22.1 K
135.00 0 -8.15 K
140.00 569 -55.7 K
145.00 0 -16 K
150.00 1.42 K -64.2 K
155.00 452 -9.94 K
160.00 411 -40.6 K
165.00 2.44 K -27 K
170.00 1.26 K -7.56 K
175.00 2.22 K -5.86 K
180.00 5.96 K -82.1 K
185.00 1.13 K -7.17 K
190.00 1.37 K -17.6 K
195.00 7.28 K -6.39 K
200.00 56 K -285 K
205.00 477 -41.1 K
210.00 16.8 K -21.3 K
215.00 294 -26.5 K
220.00 5.04 K -51.1 K
225.00 747 -56.8 K
230.00 2.06 K -85.8 K
235.00 260 -57.6 K
240.00 2.64 K -122 K
245.00 1.17 K -50.9 K
250.00 17.4 K -578 K
255.00 36.3 K -32.3 K
260.00 3.79 K -149 K
265.00 6.12 K -110 K
270.00 5.13 K -281 K
275.00 6.09 K -78.1 K
280.00 7.36 K -107 K
285.00 12.3 K -101 K
290.00 4.58 K -211 K
295.00 5.85 K -72.9 K
300.00 62.5 K -875 K
305.00 6.09 K -94.7 K
310.00 13.4 K -172 K
315.00 10.1 K -134 K
320.00 23.6 K -168 K
325.00 6.87 K -284 K
330.00 24.5 K -350 K
335.00 5.28 K -248 K
340.00 14.7 K -826 K
345.00 4.82 K -565 K
350.00 105 K -3.17 M
355.00 18.1 K -159 K
360.00 21.2 K -748 K
365.00 55.8 K -281 K
370.00 35.5 K -830 K
375.00 20.2 K -1.11 M
380.00 20 K -1.73 M
385.00 31.2 K -1.01 M
390.00 27.4 K -1.11 M
395.00 16.9 K -467 K
400.00 1.49 M -6.13 M
405.00 51.2 K -381 K
410.00 85.7 K -2.41 M
415.00 77.7 K -626 K
420.00 73.4 K -934 K
425.00 68.6 K -1.21 M
430.00 76.7 K -2.93 M
435.00 46.4 K -1.6 M
440.00 80 K -1.46 M
445.00 81.9 K -968 K
450.00 369 K -7.1 M
455.00 80.8 K -2.79 M
460.00 169 K -3.84 M
465.00 60.1 K -1.34 M
470.00 101 K -2.21 M
475.00 256 K -2.65 M
480.00 97.1 K -27.2 M
485.00 277 K -1.83 M
490.00 275 K -3.02 M
495.00 489 K -2.24 M
500.00 1.43 M -50.1 M
505.00 446 K -2.38 M
510.00 1.06 M -13.7 M
515.00 604 K -5.88 M
520.00 990 K -14.4 M
525.00 626 K -5.06 M
530.00 1.03 M -9.48 M
535.00 1.49 M -12 M
540.00 1.61 M -10.1 M
545.00 1.01 M -8.74 M
550.00 3.25 M -38.1 M
555.00 2.52 M -8.7 M
560.00 1.6 M -12.2 M
565.00 1.5 M -7.65 M
570.00 2.97 M -27.2 M
575.00 1.77 M -12.7 M
576.00 0 -211 K
577.00 0 -24.2 K
578.00 506 -10.2 K
579.00 0 -11.2 K
580.00 2.86 M -20.1 M
581.00 51.8 K -10.6 K
582.00 52.7 K -19.5 K
583.00 0 -38.2 K
584.00 4.82 K -3.48 M
585.00 2.98 M -13.9 M
586.00 0 -6.17 K
587.00 801 -28.8 K
588.00 551 -95.1 K
589.00 0 -67.6 K
590.00 3.43 M -18.5 M
591.00 1.67 K -86.1 K
592.00 1.42 K -84.9 K
593.00 575 -677 K
594.00 581 -290 K
595.00 3.2 M -12.9 M
596.00 591 -152 K
597.00 2.28 K -128 K
598.00 448 -250 K
599.00 1.82 K -210 K
600.00 8.95 M -63.6 M
601.00 6.79 K -302 K
602.00 4.36 K -220 K
603.00 630 -52.8 K
604.00 1.27 K -896 K
605.00 5.21 M -19.2 M
606.00 1.14 K -60.9 K
607.00 1.3 K -143 K
608.00 2.47 K -734 K
609.00 8.97 K -96.8 K
610.00 3.37 M -98.3 M
611.00 2.02 K -309 K
612.00 2.05 K -7.53 M
613.00 0 -81.9 K
614.00 694 -197 K
615.00 2.61 M -23.3 M
616.00 2.12 K -437 K
617.00 2.14 K -501 K
618.00 0 -169 K
619.00 726 -292 K
620.00 3.96 M -89.2 M
621.00 9.8 K -239 K
622.00 2.64 K -516 K
623.00 2.07 K -117 K
624.00 525 K -466 K
625.00 5.35 M -40 M
626.00 16.4 K -490 K
627.00 114 K -1.65 M
628.00 126 K -791 K
629.00 794 K -212 K
630.00 4.81 M -96.1 M
631.00 5.98 K -396 K
632.00 6.04 K -646 K
633.00 28 K -245 K
634.00 5.43 K -516 K
635.00 4.58 M -26.4 M
636.00 26.3 K -450 K
637.00 10.9 K -433 K
638.00 8.36 K -504 K
639.00 35.2 K -850 K
640.00 5.88 M -74.7 M
641.00 1.12 M -688 K
642.00 68.6 K -559 K
643.00 8.63 K -1.06 M
644.00 16 K -480 K
645.00 5.03 M -31.6 M
646.00 18.8 K -201 K
647.00 22.5 K -531 K
648.00 35.6 K -835 K
649.00 63.4 K -1.18 M
650.00 22.3 M -167 M
651.00 71.1 K -1.06 M
652.00 11.7 K -1.08 M
653.00 8.66 K -1.13 M
654.00 15.9 K -679 K
655.00 10.8 M -139 M
656.00 127 K -584 K
657.00 16.7 K -957 K
658.00 40 K -1.03 M
659.00 22.4 K -639 K
660.00 15.3 M -81.7 M
661.00 21 K -2.11 M
662.00 14.4 K -692 K
663.00 28 K -2 M
664.00 25.4 K -930 K
665.00 11.6 M -60.1 M
666.00 630 K -537 K
667.00 54.2 K -2.11 M
668.00 95.3 K -1.34 M
669.00 506 K -1.02 M
670.00 12.8 M -117 M
671.00 565 K -888 K
672.00 269 K -9.02 M
673.00 1.06 M -1.05 M
674.00 507 K -2.18 M
675.00 14 M -154 M
676.00 137 K -666 K
677.00 49.8 K -1.34 M
678.00 657 K -1.59 M
679.00 399 K -1.89 M
680.00 27.2 M -133 M
681.00 250 K -1.12 M
682.00 167 K -3.66 M
683.00 158 K -1.54 M
684.00 190 K -25.2 M
685.00 18.7 M -106 M
686.00 266 K -2.1 M
687.00 270 K -2 M
688.00 3.11 M -3.36 M
689.00 3.55 M -3.32 M
690.00 26.8 M -243 M
691.00 600 K -1.6 M
692.00 385 K -2.64 M
693.00 2.68 M -4.38 M
694.00 453 K -900 K
695.00 21.2 M -130 M
696.00 1.83 M -2.96 M
697.00 485 K -4.14 M
698.00 2.2 M -1.65 M
699.00 782 K -1.55 M
700.00 69.6 M -733 M
701.00 585 K -6.96 M
702.00 1.24 M -5.71 M
703.00 684 K -4.07 M
704.00 834 K -7.99 M
705.00 21.5 M -106 M
706.00 329 K -4.75 M
707.00 474 K -22.8 M
708.00 506 K -7.97 M
709.00 216 K -6.92 M
710.00 32.8 M -235 M
711.00 808 K -7.57 M
712.00 905 K -11.5 M
713.00 298 K -8.43 M
714.00 436 K -7.92 M
715.00 26.8 M -208 M
716.00 679 K -13.3 M
717.00 431 K -27.6 M
718.00 846 K -16.4 M
719.00 541 K -11.7 M
720.00 52.9 M -365 M
721.00 2.98 M -11.9 M
722.00 893 K -90.2 M
723.00 538 K -89.1 M
724.00 1.58 M -41.3 M
725.00 42.8 M -366 M
726.00 1.03 M -94.1 M
727.00 1.18 M -137 M
728.00 1.67 M -79.4 M
729.00 842 K -75.2 M
730.00 72.6 M -612 M
731.00 1.32 M -29.4 M
732.00 3.02 M -86 M
733.00 2.57 M -128 M
734.00 1.4 M -84.2 M
735.00 63.3 M -793 M
736.00 2.95 M -174 M
737.00 3.23 M -78.7 M
738.00 3.22 M -62.3 M
739.00 3.04 M -197 M
740.00 91.5 M -805 M
741.00 5.05 M -104 M
742.00 4.94 M -108 M
743.00 10.1 M -72.8 M
744.00 11.2 M -103 M
745.00 111 M -1.41 B
746.00 7.09 M -102 M
747.00 8.59 M -76.5 M
748.00 6.52 M -135 M
749.00 8.28 M -83.2 M
750.00 327 M -1.99 B
751.00 10.3 M -85.8 M
752.00 9.02 M -138 M
753.00 12 M -256 M
754.00 11 M -134 M
755.00 158 M -2.69 B
756.00 18.7 M -124 M
757.00 26.9 M -223 M
758.00 36.9 M -207 M
759.00 50.1 M -225 M
760.00 430 M -1.69 B
761.00 126 M -198 M
762.00 285 M -779 M
763.00 245 M -369 M
764.00 197 M -480 M
765.00 3.63 B -1.82 B
766.00 1.22 B -1.68 B
767.00 575 M -1.45 B
768.00 400 M -276 M
769.00 257 M -303 M
770.00 1.01 B -948 M
771.00 266 M -248 M
772.00 244 M -169 M
773.00 193 M -137 M
774.00 158 M -132 M
775.00 676 M -401 M
776.00 206 M -73.5 M
777.00 201 M -129 M
778.00 203 M -92.1 M
779.00 117 M -83.8 M
780.00 921 M -341 M
781.00 113 M -41 M
782.00 123 M -29.1 M
783.00 227 M -27.2 M
784.00 66.6 M -20.3 M
785.00 478 M -184 M
786.00 72.7 M -21 M
787.00 66 M -21.4 M
788.00 86 M -7.21 M
789.00 71.2 M -9.47 M
790.00 502 M -111 M
791.00 48.5 M -4.3 M
792.00 61.5 M -3.85 M
793.00 72.6 M -4.24 M
794.00 43.3 M -3.15 M
795.00 345 M -47.1 M
796.00 59.4 M -989 K
797.00 36.1 M -132 K
798.00 48.6 M -48.8 K
799.00 50.6 M -343 K
800.00 1.02 B -83.7 M
801.00 25.8 M -1.16 M
802.00 114 M -176 K
803.00 16.5 M -54.6 K
804.00 19.4 M -12.6 K
805.00 260 M -41.4 M
806.00 95.8 M -9.54 K
807.00 16.3 M -18.3 K
808.00 29 M -158 K
809.00 13.7 M -97.3 K
810.00 605 M -16.1 M
811.00 11.9 M 0
812.00 13.8 M 0
813.00 8.27 M -3.79 K
814.00 8.1 M -6.56 K
815.00 190 M -45.1 M
816.00 7.58 M 0
817.00 10.6 M 0
818.00 14.5 M 0
819.00 8.98 M 0
820.00 244 M -38.6 M
821.00 8.83 M 0
822.00 5.95 M 0
823.00 4.8 M 0
824.00 7.53 M 0
825.00 136 M -21.3 M
826.00 2.88 M 0
827.00 1.24 M 0
828.00 656 K 0
829.00 3.15 M 0
830.00 166 M -41.5 M
831.00 2.52 M 0
832.00 2.83 M 0
833.00 5 M 0
834.00 7.08 M 0
835.00 86.7 M -28.8 M
836.00 421 K 0
837.00 144 K 0
838.00 50.4 K 0
839.00 192 K 0
840.00 88.7 M -27.9 M
841.00 10.2 K 0
842.00 900 K 0
843.00 626 K 0
844.00 620 K 0
845.00 50.6 M -53.1 M
846.00 24 K 0
847.00 6.01 K 0
848.00 56.9 K 0
849.00 106 K 0
850.00 108 M -75.5 M
851.00 89.9 K 0
852.00 260 K 0
853.00 6.23 K 0
854.00 19.3 K 0
855.00 38.6 M -17.7 M
856.00 21.2 K 0
857.00 3.96 K 0
858.00 28.1 K 0
859.00 4.31 K 0
860.00 57.8 M -12.3 M
861.00 4.01 K 0
862.00 4.97 K 0
863.00 69.6 K 0
864.00 29.1 K 0
865.00 50.5 M -11.7 M
866.00 5.15 K 0
867.00 3.23 K 0
868.00 880 0
869.00 27.7 K 0
870.00 37.8 M -218 K
875.00 38.8 M -696 K
880.00 51.9 M -581 K
885.00 32.6 M -87.6 K
890.00 33.8 M -189 K
895.00 34.2 M -25.3 K
900.00 66.7 M -351 K
905.00 17 M -6.46 K
910.00 13.3 M 0
915.00 15.2 M 0
920.00 11.2 M 0
925.00 12 M 0
930.00 10.4 M 0
935.00 8.7 M 0
940.00 7.72 M 0
945.00 6.27 M 0
950.00 16.1 M 0
955.00 6.06 M 0
960.00 4.51 M 0
965.00 6.11 M 0
970.00 7.87 M 0
975.00 6.06 M 0
980.00 6.66 M 0
985.00 5.75 M 0
990.00 5.85 M 0
995.00 4.48 M 0
1000.00 35.4 M 0
1005.00 3.53 M 0
1010.00 7.32 M 0
1015.00 5.2 M 0
1020.00 5.76 M 0
1025.00 4.01 M 0
1030.00 4.63 M 0
1035.00 1.7 M 0
1040.00 2.46 M 0
1045.00 2.24 M 0
1050.00 15.4 M 0
1055.00 3.4 M 0
1060.00 3.13 M 0
1065.00 1.93 M 0
1070.00 1.87 M 0
1075.00 1.98 M 0
1080.00 2.38 M 0
1085.00 2.56 M 0
1090.00 3.41 M 0
1095.00 3.56 M 0
1100.00 9.73 M 0
1105.00 2.42 M 0
1110.00 4.45 M 0
1115.00 3.11 M 0
1120.00 2.57 M 0
1125.00 718 K 0
1130.00 2.44 M 0
1135.00 328 K 0
1140.00 1.35 M 0
1145.00 144 K 0
1150.00 2.63 M 0
1155.00 3.07 K 0
1160.00 1.52 M 0
1170.00 215 K 0
1180.00 569 K 0
1190.00 659 K 0
1200.00 2.52 M 0
1210.00 360 K 0
1220.00 625 K 0
1230.00 264 K 0
1240.00 445 K 0
1250.00 974 K 0
1260.00 345 K 0
1270.00 170 K 0
1280.00 366 K 0
1290.00 309 K 0
1300.00 974 K 0
1310.00 259 K 0
1320.00 183 K 0
1330.00 191 K 0
1340.00 497 K 0
1350.00 904 K 0
1360.00 302 K 0
1370.00 227 K 0
1380.00 92.3 K 0
1390.00 861 K 0
1400.00 528 K 0
1410.00 5.56 K 0
1420.00 3.63 K 0
1430.00 14.2 K 0
1440.00 46.8 K 0
1450.00 15.5 K 0
1460.00 58.4 K 0
1470.00 378 K 0
1480.00 1.31 M 0