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State Street SPDR Portfolio S&P SPYV 62.54 0.18 0.29%

SPYV Gamma Exposure (GEX)

SPYV (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
0.207
Put Call Ratio (OI)
0.433
Put Call Ratio (Vol)
0.374
IV Rank
39.8
IV Percentile
98
Max Pain
61

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
-17.5
17.5
View values by strike
SPYV · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
45.00 460 0
49.00 136 0
50.00 735 0
52.00 929 0
53.00 227 0
54.00 268 0
55.00 317 0
56.00 125 0
57.00 0 -753
58.00 0 -170
59.00 1.2 K 0
60.00 4.77 K -32.1 K
61.00 40.6 K -1.12 K
62.00 11.4 K -5.17 K
63.00 9.28 K -4.22 K
64.00 5.36 K 0
65.00 7.99 K -469
66.00 1.82 K 0
67.00 9.08 K 0