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State Street Consumer Staples Select XLP 91.94 2.99 3.36%

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
0.188
Put Call Ratio (OI)
6.17
Put Call Ratio (Vol)
8.32
IV Rank
8.3
IV Percentile
71
Max pain
89

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
807.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-51.9
51.9
View values by strike
XLP · Gamma exposure · 2026-11-04. USD of exposure per 1% underlying move.
StrikeCallsPuts
40.00 403 -54.8 K
45.00 18.6 -566 K
50.00 2.28 K -155
55.00 2.37 K -1.34 M
60.00 4.39 K -261 K
64.00 0 -30.4
65.00 15.4 K -193 K
66.00 0 -84.5
67.00 1.18 K -170
68.00 105 -32.8 K
69.00 12.1 K -167 K
70.00 31.7 K -602 K
71.00 4.66 K -216 K
72.00 7.06 K -534 K
73.00 13.9 K -74.8 K
74.00 12.8 K -105 K
75.00 79.4 K -3.75 M
76.00 44.6 K -135 K
76.50 1.23 K -832
77.00 51.6 K -523 K
77.50 202 -6.55 K
78.00 57.4 K -2.09 M
78.50 210 -8.44 K
79.00 33 K -4.21 M
79.50 360 -6.2 K
80.00 343 K -27 M
80.50 1.99 K -7.61 K
81.00 140 K -6.43 M
81.50 12 K -14.1 K
82.00 430 K -10.3 M
82.50 11.6 K -338 K
83.00 553 K -17.3 M
83.50 118 K -753 K
84.00 1.08 M -16.4 M
84.50 195 K -216 K
85.00 4.77 M -59 M
85.50 238 K -1.28 M
86.00 1.6 M -26.6 M
86.50 146 K -1.9 M
87.00 1.69 M -27.2 M
87.50 358 K -3.66 M
88.00 4.7 M -20.2 M
88.50 514 K -3.85 M
89.00 10.3 M -5.5 M
89.50 830 K -1.99 M
90.00 12.8 M -6.75 M
90.50 1.62 M -264 K
91.00 7.04 M -472 K
91.50 1.09 M -819
92.00 13.4 M -762 K
92.50 708 K -203 K
93.00 7.75 M -529 K
94.00 9 M -23.1 K
95.00 6.56 M -32.9 K
96.00 379 K 0
97.00 295 K 0
98.00 22.2 K 0
99.00 41.3 K -19.4 K
100.00 389 K -15.7 K
105.00 311 K -461
110.00 11.4 K 0
115.00 62.6 K 0
120.00 4.71 K 0
125.00 6.38 K 0
130.00 69.4 K 0