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NEOS S&P 500 High Income SPYI 53.71 0.62 1.18%

SPYI Gamma Exposure (GEX)

SPYI (NEOS S&P 500 High Income): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.111
Put Call Ratio (OI)
0.932
Put Call Ratio (Vol)
0.826
IV Rank
17.6
IV Percentile
49.2
Max Pain
53

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
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-18.7
18.7
View values by strike
SPYI · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
40.00 0 -1.56 K
41.00 0 -1.97 K
42.00 0 -1.8 K
43.00 0 -105
44.00 0 -2.59 K
45.00 0 -8.69 K
46.00 0 -2.14 K
47.00 0 -22 K
48.00 0 -26.2 K
49.00 0 -120 K
50.00 956 -292 K
51.00 5.14 K -176 K
52.00 95 K -351 K
53.00 1.93 M -933 K
54.00 1.57 M -196 K
55.00 451 K -21.4 K
56.00 70.6 K -3.69 K
57.00 5.27 K -5.39e-7
58.00 1.5 K -8.14 K
59.00 594 -2.71 K
60.00 169 -799
61.00 0 -158
62.00 0 -133
63.00 0 -157
64.00 0 -215
65.00 0 -6.05e-8