Gamma Exposure by Expiry - Stocknear

Invesco S&P 500 Low Volat...

AMEX: SPLV · Real-Time Price · USD
73.02
0.32 (0.44%)
At close: Oct 03, 2025, 3:59 PM
73.00
-0.03%
Pre-market: Oct 06, 2025, 08:27 AM EDT

SPLV Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for SPLV across all expirations is 8,156.53 shares per 1% move, with 15,512.7 from calls and 7,356.17 from puts. The put-call GEX ratio of 0.47 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.

SPLV GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Oct 17, 25 8,327.16 -623.45 7,703.71 0.07
Nov 21, 25 407.53 -50.38 357.15 0.12
Dec 19, 25 6,046.96 -5,745.77 301.19 0.95
Jan 16, 26 0 0 0 n/a
Mar 20, 26 731.05 -936.57 -205.52 1.28