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State Street SPDR Portfolio S&P SPSM 53.49 0.03 0.06%

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ATM IV
0.215
Put Call Ratio (OI)
0.386
Put Call Ratio (Vol)
0.212
IV Rank
34.5
IV Percentile
55.9
Max pain
55

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}
14.0
223.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-18.6
18.6
View values by strike
SPSM · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
35.00 0 -36.4
40.00 0 -32.3
45.00 430 -2.61 K
46.00 0 -74.8
47.00 72.1 -515
48.00 315 -1.13 K
49.00 117 -329
50.00 0 -2.57 K
51.00 866 -198
52.00 1.8 K -41.1 K
53.00 1.72 K -15.6 K
54.00 8.03 K -9.43 K
55.00 117 K -5.31 K
56.00 26.4 K 0
57.00 7.1 K -477
58.00 3.29 K -188
59.00 4.82 K 0
60.00 1.36 K 0
61.00 2.66 K 0
62.00 100 0
63.00 0 -107
65.00 148 0