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iShares Core S&P 500 ETF IVV 770.17 12.29 1.62%

Previous-day view · Wed Nov 4 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
0.133
Put Call Ratio (OI)
0.692
Put Call Ratio (Vol)
0.556
IV Rank
35.3
IV Percentile
23.9
Max pain
768

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
772.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-445.3
445.3
View values by strike
IVV · Gamma exposure · 2026-11-04. USD of exposure per 1% underlying move.
StrikeCallsPuts
325.00 8.43 K -152
330.00 1.6 K -861
335.00 2.28 K -158
340.00 0 -116
350.00 0 -284
360.00 0 -88.8
380.00 85.3 -1.88 K
385.00 0 -121
390.00 41.3 -1.02 K
400.00 2.66 K -182
415.00 0 -86.9
420.00 89.9 -470
425.00 0 -96.4
430.00 0 -1.36 K
435.00 258 -808
440.00 139 -676
445.00 178 -705
450.00 0 -360
455.00 119 -329
460.00 1.05 K -126
465.00 0 -1.97 K
470.00 0 -739
475.00 0 -1.71 K
480.00 1.42 K -1.31 K
485.00 7.56 K 0
490.00 0 -512
495.00 1.43 K -1.24 K
500.00 2.66 K -14.3 K
505.00 8.9 K -701
510.00 4.8 K 0
515.00 1.78 K -1.14 K
520.00 1.49 K -1.4 K
525.00 1.94 K -615
530.00 2.7 K -19.6 K
535.00 0 -18.8 K
540.00 0 -25.4 K
545.00 11.7 K -1.14 K
550.00 1.64 K -9.34 K
555.00 411 -5.23 K
560.00 429 -20.9 K
565.00 730 -1.99 K
570.00 1.92 K -7.31 K
575.00 14.6 K -7.89 K
580.00 320 -4.7 K
585.00 1.7 K -1.21 K
590.00 27.5 K -9.76 K
595.00 8.73 K -8.49 K
600.00 106 K -47.1 K
605.00 4.42 K -29.6 K
610.00 11.1 K -21.9 K
615.00 3.3 K -74.9 K
620.00 17.1 K -12.9 K
625.00 5.03 K -31.2 K
630.00 16.8 K -52.5 K
635.00 2.6 K -28.5 K
640.00 1.4 K -75 K
645.00 4.56 K -48.6 K
650.00 11.7 K -33.5 K
655.00 14 K -7.52 K
660.00 17.2 K -39.4 K
665.00 47 K -41.5 K
670.00 35.4 K -28.5 K
675.00 112 K -146 K
680.00 39 K -171 K
685.00 209 K -102 K
690.00 175 K -718 K
695.00 329 K -352 K
700.00 325 K -653 K
705.00 164 K -265 K
710.00 57.2 K -314 K
715.00 167 K -245 K
720.00 292 K -447 K
725.00 241 K -298 K
729.00 0 -3.1 K
730.00 215 K -194 K
731.00 0 -3.04 K
735.00 158 K -142 K
737.00 0 -3.95 K
738.00 0 -16.6 K
740.00 450 K -125 K
741.00 0 -9.22 K
742.00 0 -9.45 K
743.00 0 -13.7 K
744.00 0 -4.8 K
745.00 157 K -399 K
746.00 0 -5.29 K
747.00 0 -22.1 K
748.00 0 -36 K
749.00 0 -114 K
750.00 506 K -3.6 M
751.00 0 -12 K
752.00 0 -6.18 K
753.00 0 -258 K
754.00 0 -102 K
755.00 425 K -152 K
756.00 0 -51 K
757.00 0 -7.02 K
758.00 0 -33.4 K
759.00 44.1 K -22.8 K
760.00 424 K -1000 K
761.00 15 K 0
762.00 16.6 K 0
763.00 18.3 K 0
765.00 2.46 M -649 K
766.00 0 -238 K
767.50 350 K 0
768.00 154 K 0
770.00 1.49 M -195 K
771.00 82.8 K -26.1 K
772.00 190 K -11.2 K
772.50 0 -23.8 K
773.00 32.3 K -25.4 K
774.00 535 K -16 K
775.00 880 K -493 K
777.00 35.3 K 0
777.50 38.4 K 0
778.00 161 K 0
779.00 52.1 K 0
780.00 2.91 M -76.9 K
782.00 12.2 K 0
783.00 20.3 K 0
784.00 64.2 K 0
785.00 1.52 M -14 K
786.00 64 K 0
787.00 9.1 K 0
787.50 31.8 K 0
788.00 99.9 K 0
789.00 40 K 0
790.00 2.27 M -12.9 K
791.00 33.7 K 0
792.00 14 K 0
792.50 20.1 K 0
793.00 6.57 K 0
795.00 1.72 M -65.3 K
797.50 4.82 K 0
800.00 3.3 M -29.7 K
805.00 1.05 M -16.4 K
810.00 735 K 0
815.00 382 K -3.41 K
820.00 725 K 0
825.00 374 K -318 K
830.00 327 K 0
835.00 52.1 K 0
840.00 226 K 0
845.00 38.6 K -3.49 K
850.00 536 K 0
855.00 64.2 K 0
860.00 48.9 K 0
865.00 1.37 K 0
870.00 34.7 K 0
875.00 103 K 0
880.00 47.7 K 0
885.00 7.48 K 0
890.00 14.5 K 0
895.00 12.8 K 0
900.00 164 K 0
905.00 30.3 K 0
910.00 50.3 K 0
915.00 5.88 K 0
920.00 5.41 K 0
925.00 15.2 K 0
930.00 7.53 K 0
935.00 2.5 K 0
940.00 8.04 K 0
945.00 2 K 0
950.00 6.73 K 0
955.00 1.77 K 0
960.00 9.82 K 0
965.00 6.68 K 0
970.00 11.2 K 0
975.00 908 0
980.00 30.5 K 0
985.00 1.03 K 0
990.00 9.99 K 0
995.00 2.6 K 0
1000.00 93.1 K 0
1005.00 3.59 K 0
1010.00 35 K 0
1020.00 598 0
1035.00 487 0
1040.00 839 0
1045.00 2.1 K 0
1060.00 762 0
1085.00 672 0
1090.00 414 0
1095.00 631 0
1100.00 399 0
1110.00 2.31 K 0
1120.00 1.08 K 0
1135.00 2.03 K 0
1140.00 831 0
1165.00 1.25 K 0