Closed
⌘K
Sign in Sign up

State Street SPDR S&P 1500 VLU 244.51 0.38 0.16%

VLU Gamma Exposure (GEX)

VLU (State Street SPDR S&P 1500): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.139
Put Call Ratio (OI)
0.167
Put Call Ratio (Vol)
0.143
IV Rank
13.2
IV Percentile
9.54
Max Pain
250

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
-44.5
44.5
View values by strike
VLU · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
240.00 4.84 K 0
250.00 2.31 K 0
255.00 6.19 K -2.67 K
260.00 995 0