Gamma Exposure by Expiry - Stocknear

SPDR Portfolio S&P 600 Sm...

AMEX: SPSM · Real-Time Price · USD
46.69
-0.15 (-0.32%)
At close: Oct 06, 2025, 3:59 PM
46.68
-0.01%
After-hours: Oct 06, 2025, 07:11 PM EDT

SPSM Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for SPSM across all expirations is 5,701.77 shares per 1% move, with 6,094.15 from calls and 392.38 from puts. The put-call GEX ratio of 0.06 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.

SPSM GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Oct 17, 25 4,368.55 -257.4 4,111.15 0.06
Nov 21, 25 101 -90.6 10.4 0.90
Dec 19, 25 549.26 -25.09 524.17 0.05
Jan 16, 26 0 0 0 n/a
Mar 20, 26 1,075.34 -19.29 1,056.05 0.02