Pre-market
⌘K
Sign in Sign up

State Street SPDR S&P 500 SPY 766.81 12.46 1.65% Regime: Neutral (40%)

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
0.138
Put Call Ratio (OI)
2.06
Put Call Ratio (Vol)
1.64
IV Rank
39.8
IV Percentile
38.7
Max pain
755

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}
0.0
807.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-717.4
717.4
View values by strike
SPY · Gamma exposure · 2026-11-04. USD of exposure per 1% underlying move.
StrikeCallsPuts
50.00 179 -24.2 K
55.00 7.69 -2.55 K
60.00 57.5 -18.3 K
65.00 0 -7.93 K
70.00 0 -13.5 K
75.00 0 -3.92 K
80.00 0 -7.73 K
85.00 0 -1.22 K
90.00 6.26 -6.47 K
95.00 0 -6.72 K
100.00 191 -72.4 K
105.00 0 -3.22 K
110.00 21.9 -12.3 K
115.00 0 -1.05 K
120.00 13.3 -6.68 K
125.00 0 -4.64 K
130.00 252 -19.7 K
135.00 0 -7.36 K
140.00 399 -46.9 K
145.00 0 -13.9 K
150.00 1.05 K -60.2 K
155.00 307 -8.61 K
160.00 291 -35.2 K
165.00 1.87 K -24.4 K
170.00 873 -8.12 K
175.00 1.51 K -6.12 K
180.00 4.15 K -69 K
185.00 746 -5.28 K
190.00 962 -15.1 K
195.00 4.81 K -5.9 K
200.00 43.7 K -266 K
205.00 362 -37.5 K
210.00 12.3 K -17.5 K
215.00 221 -24.1 K
220.00 3.83 K -45.1 K
225.00 602 -50.4 K
230.00 1.74 K -79.1 K
235.00 990 -52.3 K
240.00 2.28 K -120 K
245.00 859 -49.8 K
250.00 13.1 K -646 K
255.00 29 K -30.6 K
260.00 3.08 K -149 K
265.00 4.48 K -105 K
270.00 3.87 K -259 K
275.00 4.66 K -60.3 K
280.00 5.41 K -90.8 K
285.00 8.28 K -79.1 K
290.00 3.62 K -184 K
295.00 4.08 K -64.9 K
300.00 49.4 K -845 K
305.00 4.62 K -88.7 K
310.00 10.3 K -189 K
315.00 8.27 K -123 K
320.00 19.3 K -231 K
325.00 4.95 K -248 K
330.00 19.7 K -359 K
335.00 4.15 K -221 K
340.00 11.4 K -965 K
345.00 3.68 K -514 K
350.00 83.5 K -2.57 M
355.00 15.1 K -179 K
360.00 17.6 K -713 K
365.00 46.1 K -261 K
370.00 35.6 K -807 K
375.00 14.6 K -1000 K
380.00 15.2 K -1.49 M
385.00 27.2 K -867 K
390.00 21 K -829 K
395.00 13 K -343 K
400.00 1.14 M -5.49 M
405.00 40.3 K -312 K
410.00 70.6 K -1.73 M
415.00 59.6 K -573 K
420.00 59.2 K -762 K
425.00 53.2 K -1.07 M
430.00 58.8 K -2.68 M
435.00 36.9 K -1.57 M
440.00 60 K -1.29 M
445.00 63.3 K -891 K
450.00 260 K -6.18 M
455.00 64.8 K -2.66 M
460.00 141 K -3.52 M
465.00 48.1 K -1.15 M
470.00 74.6 K -1.28 M
475.00 207 K -2.33 M
480.00 76.8 K -19 M
485.00 212 K -1.53 M
490.00 174 K -2.36 M
495.00 350 K -1.95 M
500.00 1.13 M -39.8 M
505.00 365 K -2.09 M
510.00 809 K -6.97 M
515.00 457 K -4.7 M
520.00 771 K -8.61 M
525.00 525 K -4.41 M
530.00 816 K -7.87 M
535.00 1.23 M -10.5 M
540.00 1.3 M -9.75 M
545.00 796 K -7.47 M
550.00 2.79 M -33 M
551.00 0.0603 0
551.50 -0.00193 0
552.00 -0.0953 0
552.50 -0.0313 -330
553.00 -0.0257 -190
553.50 -0.0214 0
554.50 -4.29e-4 0
555.00 2.22 M -7.49 M
555.50 -0.00107 0
556.00 -0.0322 0
556.50 -0.136 0
557.00 -0.147 0
557.50 -0.12 0
558.00 234 0
558.50 -0.0183 -25.5 K
559.00 -0.0238 -11.4 K
559.50 -9.06e-4 -5.05 K
560.00 1.38 M -10.6 M
560.50 -0.0322 -698
561.00 -0.0253 0
562.00 144 0
562.50 -0.0147 0
563.50 116 -79.5 K
564.00 271 0
564.50 0.0681 0
565.00 1.28 M -6.67 M
565.50 63.1 0
566.00 171 0
566.50 109 -245
567.00 218 0
567.50 459 -427
568.00 0.0879 -31.5 K
568.50 -0.0564 -1.98 K
569.00 -0.0149 -1.83 K
569.50 -0.016 -367
570.00 2.49 M -16.2 M
570.50 14.9 0
571.00 -0.0119 0
571.50 -0.00298 0
572.00 3.45 -212
572.50 0.0149 -213
573.00 -0.0128 -71.4
573.50 0 -574
574.00 279 -17.6 K
574.50 -0.00505 -84.4
575.00 1.42 M -11.5 M
575.50 11 -7.76 K
576.00 84.2 -272 K
576.50 -0.0114 -10.3 K
577.00 128 -229 K
577.50 29.8 -55.6 K
578.00 444 -37 K
578.50 0.0404 -6.57 K
579.00 0.037 -19.1 K
579.50 58.1 -768
580.00 2.34 M -17.2 M
580.50 -0.023 0
581.00 45.6 K -34.6 K
581.50 0 -19.4 K
582.00 46.6 K -51.8 K
582.50 -0.0172 -22.1 K
583.00 129 -49 K
583.50 2.17 -6.25 K
584.00 3.43 K -3.22 M
584.50 95.9 -21 K
585.00 2.55 M -12.2 M
585.50 -0.0257 0
586.00 -0.0147 -19.9 K
586.50 -0.185 -247
587.00 1.08 K -27.3 K
587.50 28.1 -907
588.00 559 -66.9 K
588.50 -2.14e-4 0
589.00 357 -66.6 K
589.50 -0.0322 0
590.00 2.92 M -19.3 M
590.50 400 -4.86 K
591.00 1.13 K -65.4 K
591.50 -0.175 -2.9 K
592.00 1.52 K -70.8 K
592.50 -0.0396 0
593.00 517 -631 K
593.50 -0.0322 -7.77 K
594.00 525 -262 K
594.50 -0.00915 -2.41 K
595.00 2.92 M -11 M
596.00 536 -103 K
597.00 1.97 K -93.4 K
598.00 307 -161 K
599.00 1.64 K -187 K
600.00 7.28 M -58.5 M
601.00 6.19 K -226 K
602.00 3.95 K -197 K
603.00 570 -55.6 K
604.00 1.15 K -794 K
605.00 4.38 M -26.7 M
606.00 924 -49 K
607.00 1.2 K -99.1 K
608.00 2.18 K -656 K
609.00 6.7 K -67.9 K
610.00 3.08 M -80.1 M
611.00 1.87 K -298 K
612.00 1.89 K -4.94 M
613.00 0 -71.7 K
614.00 647 -179 K
615.00 2.2 M -20.8 M
616.00 1.97 K -376 K
617.00 2.01 K -458 K
618.00 479 -68.1 K
619.00 682 -232 K
620.00 3.46 M -61.6 M
621.00 8.53 K -225 K
622.00 2.11 K -372 K
623.00 2.13 K -102 K
624.00 411 K -316 K
625.00 4.65 M -33.5 M
626.00 12.5 K -297 K
627.00 89.5 K -1.25 M
628.00 99.2 K -615 K
629.00 636 K -177 K
630.00 4.28 M -68.6 M
631.00 4.98 K -292 K
632.00 5.04 K -658 K
633.00 23.4 K -243 K
634.00 4.58 K -391 K
635.00 4.22 M -23 M
636.00 18.1 K -388 K
637.00 9.22 K -378 K
638.00 7.52 K -441 K
639.00 30.9 K -775 K
640.00 5.11 M -56.6 M
641.00 13.7 K -677 K
642.00 40.9 K -480 K
643.00 9.13 K -612 K
644.00 13.8 K -192 K
645.00 4.7 M -27.5 M
646.00 10.1 K -103 K
647.00 19.3 K -290 K
648.00 36.2 K -631 K
649.00 52.9 K -850 K
650.00 20 M -143 M
651.00 58.5 K -431 K
652.00 9.06 K -676 K
653.00 7.25 K -778 K
654.00 12.3 K -458 K
655.00 9.71 M -132 M
656.00 25.1 K -307 K
657.00 13.6 K -695 K
658.00 31.3 K -619 K
659.00 19.9 K -386 K
660.00 14 M -72.7 M
661.00 14.8 K -1.43 M
662.00 9.26 K -972 K
663.00 24.4 K -1.41 M
664.00 21.2 K -558 K
665.00 10.1 M -52.2 M
666.00 539 K -384 K
667.00 47.6 K -1.32 M
668.00 87.7 K -792 K
669.00 463 K -916 K
670.00 11.5 M -91.7 M
671.00 513 K -701 K
672.00 264 K -8.7 M
673.00 804 K -751 K
674.00 354 K -1.01 M
675.00 13.4 M -140 M
676.00 120 K -492 K
677.00 42.8 K -1.09 M
678.00 552 K -1.26 M
679.00 286 K -1.45 M
680.00 28.2 M -142 M
681.00 211 K -891 K
682.00 142 K -3.25 M
683.00 159 K -827 K
684.00 153 K -18.8 M
685.00 17.8 M -131 M
686.00 217 K -1.6 M
687.00 238 K -1.64 M
688.00 140 K -1.53 M
689.00 564 K -1.78 M
690.00 25 M -245 M
691.00 547 K -1.4 M
692.00 242 K -1.7 M
693.00 458 K -2.75 M
694.00 421 K -870 K
695.00 18.7 M -130 M
696.00 1.68 M -2.97 M
697.00 469 K -3.85 M
698.00 435 K -1.01 M
699.00 667 K -1.16 M
700.00 69.6 M -705 M
701.00 549 K -8.24 M
702.00 1.18 M -6.66 M
703.00 645 K -4.85 M
704.00 765 K -7.31 M
705.00 20.8 M -96.3 M
706.00 254 K -6.61 M
707.00 450 K -8.81 M
708.00 482 K -9.39 M
709.00 202 K -9.8 M
710.00 31.5 M -237 M
711.00 781 K -8.81 M
712.00 907 K -11.4 M
713.00 188 K -8.28 M
714.00 462 K -34.2 M
715.00 26.8 M -204 M
716.00 677 K -103 M
717.00 420 K -16.3 M
718.00 826 K -107 M
719.00 503 K -13.4 M
720.00 52.4 M -410 M
721.00 3.15 M -13.4 M
722.00 1.03 M -108 M
723.00 544 K -87 M
724.00 1.64 M -76.1 M
725.00 42.4 M -561 M
726.00 987 K -74.8 M
727.00 1.06 M -106 M
728.00 1.13 M -108 M
729.00 1.22 M -60.1 M
730.00 87.7 M -829 M
731.00 1.83 M -21.4 M
732.00 2.72 M -73.8 M
733.00 2.32 M -98.8 M
734.00 1.3 M -82.1 M
735.00 69.8 M -610 M
736.00 3.01 M -150 M
737.00 2.68 M -46.4 M
738.00 2.58 M -58.9 M
739.00 2.62 M -125 M
740.00 98.8 M -1.19 B
741.00 4.26 M -48.8 M
742.00 3.41 M -79 M
743.00 4.62 M -48.5 M
744.00 11.3 M -55.9 M
745.00 105 M -915 M
746.00 7.43 M -59.2 M
747.00 7.16 M -70.9 M
748.00 4.32 M -77.5 M
749.00 8.02 M -108 M
750.00 356 M -1.49 B
751.00 12.9 M -79.9 M
752.00 26.1 M -116 M
753.00 51.8 M -157 M
754.00 64.8 M -154 M
755.00 284 M -716 M
756.00 89.3 M -140 M
757.00 87.4 M -392 M
758.00 90.2 M -138 M
759.00 125 M -124 M
760.00 713 M -1.14 B
761.00 130 M -209 M
762.00 234 M -301 M
763.00 227 M -167 M
764.00 244 M -158 M
765.00 1.14 B -874 M
766.00 733 M -184 M
767.00 1.94 B -4.39 B
768.00 1.07 B -532 M
769.00 498 M -167 M
770.00 1.93 B -1 B
771.00 280 M -189 M
772.00 231 M -163 M
773.00 283 M -129 M
774.00 200 M -113 M
775.00 1.15 B -498 M
776.00 495 M -74.4 M
777.00 198 M -116 M
778.00 247 M -80.8 M
779.00 134 M -78.6 M
780.00 1.14 B -380 M
781.00 147 M -43.8 M
782.00 102 M -25.7 M
783.00 157 M -27.3 M
784.00 77.5 M -19.4 M
785.00 651 M -212 M
786.00 85.4 M -25.4 M
787.00 66 M -22.5 M
788.00 77.8 M -8.76 M
789.00 80.2 M -12.3 M
790.00 635 M -120 M
791.00 54.5 M -4.03 M
792.00 57.2 M -4.34 M
793.00 60.2 M -1.76 M
794.00 137 M -3.56 M
795.00 349 M -35.7 M
796.00 49.9 M -497 K
797.00 40.8 M -135 K
798.00 42.6 M -75 K
799.00 35.2 M -403 K
800.00 1.22 B -90.2 M
801.00 30.3 M -1.19 M
802.00 120 M -225 K
803.00 20.1 M -82.3 K
804.00 23.3 M -17.3 K
805.00 266 M -44.1 M
806.00 78.7 M -5.26 K
807.00 13.2 M -15.4 K
808.00 22.5 M -4.63 K
809.00 13.8 M 0
810.00 720 M -17.4 M
811.00 9.28 M -1.27 K
812.00 21.8 M 0
813.00 9.51 M 0
814.00 8.83 M 0
815.00 190 M -48.4 M
816.00 6.65 M 0
817.00 8.18 M 0
818.00 17.8 M 0
819.00 9.02 M 0
820.00 231 M -40.9 M
821.00 7.92 M 0
822.00 5.88 M 0
823.00 4.9 M 0
824.00 9.04 M 0
825.00 137 M -22.3 M
826.00 2.52 M 0
827.00 156 K 0
828.00 346 K 0
829.00 1.17 M 0
830.00 174 M -43.7 M
831.00 874 K 0
832.00 435 K 0
833.00 880 K 0
834.00 418 K 0
835.00 85.4 M -30.3 M
836.00 381 K 0
837.00 185 K 0
838.00 67.9 K 0
839.00 158 K 0
840.00 88.7 M -29.3 M
841.00 14.4 K 0
842.00 878 K 0
843.00 545 K 0
844.00 539 K 0
845.00 52.1 M -55.8 M
846.00 527 K 0
847.00 58.6 K 0
848.00 48.3 K 0
849.00 90.8 K 0
850.00 108 M -78.6 M
851.00 82.7 K 0
852.00 224 K 0
853.00 16 K 0
854.00 164 K 0
855.00 37.1 M -18.4 M
856.00 45.2 K 0
857.00 98.3 K 0
858.00 44.6 K 0
859.00 12.4 K 0
860.00 57.2 M -11.9 M
861.00 3.81 K 0
862.00 11 K 0
863.00 57.6 K 0
864.00 38.5 K 0
865.00 51.4 M -12.2 M
866.00 89.4 K 0
867.00 5.71 K 0
868.00 33.2 K 0
869.00 24.6 K 0
870.00 39.1 M -231 K
875.00 38.1 M -745 K
880.00 52.7 M -604 K
885.00 33.8 M -89.8 K
890.00 33.7 M -192 K
895.00 34.8 M -32.8 K
900.00 67.2 M -502 K
905.00 16.7 M -8.2 K
910.00 13.6 M -4.26 K
915.00 15.4 M 0
920.00 11.9 M -11.1 K
925.00 12.2 M -9.71 K
930.00 11.1 M -1.91 K
935.00 8.51 M 0
940.00 7.66 M -3.56 K
945.00 6.34 M 0
950.00 16.2 M -5.06 K
955.00 6.2 M 0
960.00 4.6 M 0
965.00 7.07 M 0
970.00 7.58 M 0
975.00 5.99 M -7.63 K
980.00 6.81 M 0
985.00 5.62 M 0
990.00 5.75 M 0
995.00 4.34 M 0
1000.00 40 M -9.44 K
1005.00 3.44 M 0
1010.00 7.33 M 0
1015.00 5.54 M 0
1020.00 6.38 M 0
1025.00 4.84 M 0
1030.00 5.15 M 0
1035.00 2.87 M 0
1040.00 2.37 M 0
1045.00 2.17 M 0
1050.00 14.5 M 0
1055.00 3.24 M 0
1060.00 2.96 M 0
1065.00 1.85 M 0
1070.00 1.77 M 0
1075.00 1.88 M 0
1080.00 2.22 M 0
1085.00 2.48 M 0
1090.00 3.19 M 0
1095.00 3.29 M 0
1100.00 9.55 M 0
1105.00 2.22 M 0
1110.00 4.08 M 0
1115.00 2.84 M 0
1120.00 2.37 M 0
1125.00 669 K 0
1130.00 2.25 M 0
1135.00 316 K 0
1140.00 1.23 M 0
1145.00 139 K 0
1150.00 2.44 M 0
1155.00 3.06 K 0
1160.00 1.38 M 0
1170.00 211 K 0
1180.00 538 K 0
1190.00 634 K 0
1200.00 2.45 M 0
1210.00 349 K 0
1220.00 579 K 0
1230.00 323 K 0
1240.00 431 K 0
1250.00 1.06 M 0
1260.00 375 K 0
1270.00 167 K 0
1280.00 431 K 0
1290.00 300 K 0
1300.00 1.01 M 0
1310.00 260 K 0
1320.00 183 K 0
1330.00 312 K 0
1340.00 673 K 0
1350.00 964 K 0
1360.00 432 K 0
1370.00 375 K 0
1380.00 280 K 0
1390.00 1.12 M 0
1400.00 1.19 M 0
1410.00 4.79 K 0
1420.00 3.84 K 0
1430.00 13.6 K 0
1440.00 41.1 K 0
1450.00 14.6 K 0
1460.00 56.3 K 0
1470.00 398 K 0
1480.00 1.37 M 0