Closed
⌘K
Sign in Sign up

State Street Consumer Discretionary Select XLY 117.58 -0.06 -0.05%

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
0.255
Put Call Ratio (OI)
2.56
Put Call Ratio (Vol)
1.57
IV Rank
2.69
IV Percentile
68.4
Max pain
117

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
-72.7
72.7
View values by strike
XLY · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
45.00 0 -2.59 K
50.00 134 -4.44 K
52.50 0 -21.4 K
55.00 396 -2.29 K
57.50 734 -29.8 K
60.00 726 -51.9 K
62.50 317 -11.3 K
65.00 579 -65.6 K
67.50 924 -172 K
70.00 3.1 K -52.1 K
72.50 1.37 K -21.6 K
75.00 1.12 K -114 K
77.50 650 -49.3 K
80.00 2.27 K -329 K
82.50 411 -26.3 K
85.00 6.79 K -259 K
87.50 2.55 K -33.8 K
88.50 1.1 K -599
89.00 1.22 K -103
89.50 1.03 K -582
90.00 15.6 K -343 K
90.50 536 -343
91.00 643 -230 K
91.50 606 -291
92.00 836 -83.6
92.50 3.17 K -312 K
93.00 885 -6.08 K
93.50 535 -181 K
94.00 2.14 K -24.2 K
94.50 2.51 K -20 K
95.00 23.3 K -4.44 M
95.50 1.7 K -5.18 K
96.00 987 -3.48 K
96.50 5.21 K -3.08 K
97.00 4.13 K -233 K
97.50 26.7 K -614 K
98.00 4.44 K -80.3 K
98.50 2.33 K -683 K
99.00 4.46 K -56.5 K
99.50 2.07 K -10.6 K
100.00 392 K -5.29 M
101.00 2.1 K -19.7 K
102.00 7.34 K -14.8 K
102.50 72.2 K -1.41 M
103.00 700 -17.1 K
104.00 4.96 K -653 K
105.00 69.6 K -4.19 M
105.50 0 -1.56 K
106.00 1.86 K -536 K
106.50 0 -269
107.00 500 -138 K
107.50 230 K -14.2 M
108.00 27.7 K -10.2 M
108.50 0 -8.7 K
109.00 13.8 K -472 K
109.50 743 -13.3 K
110.00 871 K -10.3 M
110.50 794 -164 K
111.00 813 K -3.61 M
111.50 1.96 K -50.8 K
112.00 106 K -299 K
112.50 3.53 M -5.33 M
113.00 104 K -306 K
113.50 92.7 K -315 K
114.00 2.89 M -6.59 M
114.50 47.9 K -264 K
115.00 7.52 M -8.49 M
115.50 152 K -82 K
116.00 2.59 M -427 K
116.50 376 K -524 K
117.00 975 K -435 K
117.50 3.13 M -694 K
118.00 1.71 M -1.1 M
118.50 215 K -73.2 K
119.00 3.29 M -189 K
119.50 642 K -120 K
120.00 9.78 M -2.83 M
121.00 1.76 M -38 K
121.50 1.54 K 0
122.00 3.36 M -17.4 K
122.50 703 K -1.42 M
123.00 113 K -5.13 K
124.00 353 K -11.5 K
125.00 2.8 M -2.52 M
126.00 113 K -3.88 K
127.00 1.28 M 0
127.50 1.76 M -1.21 M
128.00 6.74 K 0
129.00 737 K 0
130.00 3 M -5.83 K
131.00 275 K 0
132.00 16.8 K 0
132.50 379 K -480
133.00 4.36 K 0
134.00 4.3 K 0
135.00 217 K -658
137.50 192 K -4.51 K
140.00 264 K -10.5 K
142.50 22.2 K 0
145.00 145 K -7.34 K
147.50 93.5 K 0
150.00 868 K 0
152.50 58.8 K 0
155.00 41.8 K 0
157.50 10.4 K 0
160.00 115 K 0
165.00 120 K 0
170.00 47.3 K 0
172.50 710 0
175.00 15.6 K 0
177.50 81.4 0
180.00 1.79 K 0
185.00 575 0