Terminal
Snapshot · Fri Nov 6 close
SPY735.29+2.29 (+0.31%)
Open734.82
High742.21
Low734.58
Volume59.1M
IV 30d23.73%
IV rank76.4
IV pctl92.1
Net GEX · 4 exp−$1.09B
Zero γ est.—
Expirations
Strikes
Open-interest weighted model estimates; not dealer inventory

Gamma exposure

$ per 1% move
750748746744742740738736735734732730728726724722720
735.29
$ per 1% movehover a strike

Delta exposure

share equivalents

Vanna exposure

shares per IV point

Charm exposure

shares per day

Theta

$ per day

Vega

$ per IV point

Rho

$ per 1% rate

Speed

model

Zomma

model

Color

model

Vomma

model

Open interest

contracts
750748746744742740738736735734732730728726724722720
735.29
contractshover a strike

Volume

contracts

Volume GEX

$ per 1% move