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State Street SPDR Portfolio S&P SPYG 111.17 -6.8 -5.76%

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ATM IV
0.28
Put Call Ratio (OI)
0.928
Put Call Ratio (Vol)
1.39
IV Rank
92.6
IV Percentile
99.2
Max pain
123

Gamma exposure (2026-11-05)

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}
15.0
224.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-51.3
51.3
View values by strike
SPYG · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
60.00 624 -17
65.00 884 -24
70.00 1.52 K -30.2
75.00 8.07 K 0
80.00 2.76 K -8.48 K
85.00 873 -690
90.00 2.03 K -10.1 K
94.00 143 -381
95.00 1.61 K -19.3 K
96.00 488 0
97.00 346 -21.2 K
98.00 1.66 K -575
99.00 598 -14.8 K
100.00 14.5 K -60.6 K
101.00 683 -253
102.00 480 -1.1 K
103.00 2.77 K -2.31 K
104.00 560 -323
105.00 15.9 K -188 K
106.00 1.35 K -21.7 K
107.00 1.79 K -10.1 K
108.00 33.7 K -114 K
109.00 11.8 K -4.19 K
110.00 13.7 K -92.2 K
111.00 15.9 K -57 K
112.00 86.3 K -36.9 K
113.00 14.5 K -41.8 K
114.00 9.46 K -47.9 K
115.00 45.8 K -86.8 K
116.00 192 K -75.5 K
117.00 38 K -47.6 K
118.00 39.3 K -62.9 K
119.00 24.6 K -45.2 K
120.00 112 K -77.9 K
121.00 53.9 K -3.66 K
122.00 40.9 K -70.3 K
123.00 61.9 K -338
124.00 61.5 K -726
125.00 77.4 K -2.97 K
126.00 26 K -3.86 K
127.00 55.5 K -8.93 K
128.00 61.1 K 0
129.00 3.97 K 0
130.00 40.1 K 0
131.00 8.06 K -264
132.00 4.17 K 0
133.00 2.27 K 0
134.00 6.94 K 0
135.00 44.5 K 0
139.00 2.97 K 0
140.00 7.36 K 0
145.00 5.78 K 0
150.00 780 0
155.00 433 0