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State Street Financial Select Sector XLF 57.16 -0.34 -0.59%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
0.198
Put Call Ratio (OI)
1.7
Put Call Ratio (Vol)
2.82
IV Rank
36.9
IV Percentile
82.1
Max pain
58

Gamma exposure (2026-11-06)

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}
0.0
805.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-37.1
37.1
View values by strike
XLF · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
20.00 39.6 -70.3 K
25.00 568 -290 K
26.00 9.03 -321
27.00 9.61 -3.02 K
28.00 80 -8.11 K
29.00 27.1 -2.25 K
30.00 5.8 K -782 K
31.00 249 -6.87 K
32.00 491 -54.4 K
33.00 -0.00368 -857
34.00 960 -19.7 K
35.00 263 K -334 K
36.00 164 K -308 K
37.00 2.23 K -838 K
38.00 4.08 K -564 K
39.00 13 K -115 K
40.00 131 K -4.37 M
41.00 11.9 K -434 K
42.00 497 K -1.22 M
43.00 12.8 K -1.69 M
44.00 12.7 K -2.79 M
45.00 949 K -8.82 M
46.00 29 K -2.48 M
47.00 677 K -11 M
48.00 836 K -8.04 M
48.50 0 -24 K
49.00 173 K -7.69 M
49.50 543 -27.5 K
50.00 5.79 M -40.9 M
50.50 2.17 K -95.2 K
51.00 1.18 M -20.7 M
51.50 0 -579 K
52.00 4.29 M -22.3 M
52.50 6.01 K -1.02 M
53.00 10.1 M -38.8 M
53.50 93.2 K -2.06 M
54.00 10.7 M -90.8 M
54.50 325 K -2.99 M
55.00 44.2 M -59.1 M
55.50 1.09 M -10.5 M
56.00 59.6 M -76.9 M
56.50 2.28 M -9.44 M
57.00 48.9 M -57 M
57.50 10.9 M -15 M
58.00 53.1 M -22.8 M
58.50 3.01 M -868 K
59.00 29.1 M -2.4 M
59.50 4.51 M -137 K
60.00 57.2 M -7.45 M
60.50 822 K -8.14 K
61.00 7.18 M -291 K
61.50 129 K 0
62.00 14.2 M -72.9 K
62.50 157 0
63.00 1.46 M -17.5 K
64.00 1.66 M -11.9 K
65.00 7.57 M -54.8 K
66.00 1.12 M -1.31 K
67.00 328 K 0
68.00 404 K 0
69.00 260 K 0
70.00 6.24 M 0
71.00 168 K 0
72.00 83 K 0
73.00 20.6 K 0
74.00 40.6 K 0
75.00 7.64 M 0
80.00 209 K 0
85.00 206 0