ProShares - Ultra S&P500 (SSO)
AMEX: SSO
· Real-Time Price · USD
102.39
-0.84 (-0.81%)
At close: Aug 21, 2025, 3:59 PM
102.85
0.45%
Pre-market: Aug 22, 2025, 07:54 AM EDT
SSO Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for SSO across all expirations is -4,154.71 shares per 1% move, with 19,816.42 from calls and 23,971.13 from puts. The put-call GEX ratio of 1.21 indicates heavy put positioning, suggesting market makers may need to buy shares on declines (supportive) and sell on rallies (resistance). The highest gamma concentration is at the Sep 5, 25 expiration with -7,712.01 net GEX, which may act as a pivot point for price action. Near-term exposure for Aug 29, 25 suggests possible volatility from negative gamma effects.
SSO GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 29, 25 | 2,898.98 | -4,526.55 | -1,627.57 | 1.56 |
| Sep 5, 25 | 1,827.24 | -9,539.25 | -7,712.01 | 5.22 |
| Sep 12, 25 | 468.02 | -370.82 | 97.2 | 0.79 |
| Sep 19, 25 | 4,636.25 | -4,604.92 | 31.33 | 0.99 |
| Sep 26, 25 | 202.51 | -918.95 | -716.44 | 4.54 |
| Oct 3, 25 | 0 | 0 | 0 | n/a |
| Oct 17, 25 | 394.26 | -487.55 | -93.29 | 1.24 |
| Dec 19, 25 | 814.98 | -885.43 | -70.45 | 1.09 |
| Jan 16, 26 | 5,742.68 | -1,963.1 | 3,779.58 | 0.34 |
| Mar 20, 26 | 257.04 | -125.45 | 131.59 | 0.49 |
| Jan 15, 27 | 2,574.46 | -549.11 | 2,025.35 | 0.21 |