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State Street SPDR Portfolio S&P SPYD 47.04 -0.55 -1.16%

SPYD Gamma Exposure (GEX)

SPYD (State Street SPDR Portfolio S&P): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.134
Put Call Ratio (OI)
1.26
Put Call Ratio (Vol)
0.365
IV Rank
26.1
IV Percentile
35.9
Max Pain
48

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
-13.0
13.0
View values by strike
SPYD · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
35.00 0 -172
36.00 39.3 0
40.00 678 -132
41.00 2.75 K -358
42.00 460 -91.8
43.00 4.18 K -1.77 K
44.00 1.94 K -4.02 K
45.00 44.2 K -29.4 K
46.00 11 K -9.13 K
47.00 10 K -6.52 K
48.00 70.9 K -612 K
49.00 48.7 K -935
50.00 54.8 K 0
51.00 12.2 K -1.31e-8
52.00 2.05 K 0
53.00 1.24 K 0
54.00 2.95 K 0
55.00 1.9 K 0