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State Street SPDR Portfolio S&P SPYM 90.25 1.47 1.66%

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ATM IV
0.142
Put Call Ratio (OI)
1.32
Put Call Ratio (Vol)
2.35
IV Rank
29.8
IV Percentile
52.3
Max pain
90

Gamma exposure (2026-11-04)

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}
2.0
807.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-50.2
50.2
View values by strike
SPYM · Gamma exposure · 2026-11-04. USD of exposure per 1% underlying move.
StrikeCallsPuts
40.00 1.43 K -27.2 K
45.00 1.43 K -950
50.00 2 K -3.24 K
55.00 3.03 K -2.29 K
60.00 5.97 K -9.55 K
65.00 5.85 K -14.6 K
66.00 1.14 K -1.23 K
67.00 2.38 K -1 K
68.00 2.72 K -2.29 K
69.00 1.94 K -1.14 K
70.00 40.1 K -37.2 K
71.00 4.89 K -5.68 K
72.00 1.81 K -7.79 K
73.00 4.46 K -5.98 K
74.00 1.8 K -55 K
75.00 20.6 K -33.5 K
76.00 11.8 K -10 K
77.00 22.2 K -56.8 K
78.00 56.9 K -63 K
79.00 28.8 K -143 K
80.00 55 K -389 K
81.00 52.4 K -339 K
82.00 85.3 K -241 K
83.00 46.9 K -54.6 K
84.00 54.5 K -171 K
85.00 146 K -1.13 M
85.50 0 -2.59 K
86.00 171 K -645 K
86.50 476 -2.71 K
87.00 368 K -353 K
87.50 1.36 K -35.1 K
88.00 558 K -943 K
88.50 1.82 K -76.8 K
89.00 794 K -889 K
89.50 115 K -77 K
90.00 1.43 M -1.62 M
90.50 928 K -62.1 K
91.00 1.32 M -869 K
91.50 84.8 K 0
92.00 1.48 M -1.36 M
92.50 14.1 K 0
93.00 667 K -1.57 M
93.50 32.3 K 0
94.00 270 K -17.2 K
94.50 3.55 K 0
95.00 606 K -43.9 K
95.50 734 0
96.00 36.7 K -1.27 K
97.00 23.9 K -2.86 K
98.00 7.35 K -368
99.00 8.09 K -1.3 K
100.00 104 K -8.89 K
101.00 5.36 K -303
103.00 199 0
104.00 180 -452
105.00 66.4 K -4.3 K
110.00 11.1 K 0
115.00 10.5 K 0
120.00 19.6 K 0
125.00 4.36 K 0
130.00 99.3 K 0