Heatmap · Trade Terminal

Terminal

Terminal Exposure Heatmap Flow Volatility Chain

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.—

Gamma exposure by strike and expiration

$ per 1% move

Strike

Nov 9

Nov 10

Nov 11

Nov 12

Total

750

+$18M

+$64.8M

−$32.1M

+$4.67M

+$55.4M

749

+$9.09M

−$2.17M

−$742K

−$214K

+$5.96M

748

−$1.48M

−$2.65M

−$2.92M

+$2.46M

−$4.59M

747

−$2.66M

+$1.97M

+$8.27M

+$270K

+$7.85M

746

+$16M

+$9.31M

+$6.69M

−$756K

+$31.2M

745

−$36.1M

−$16.5M

+$1.94M

+$2.65M

−$48.1M

744

+$1.31M

+$537K

−$1.53M

+$1.22M

+$1.53M

743

+$9.02M

−$2.14M

−$317K

+$608K

+$7.18M

742

+$8.46M

−$1.69M

+$709K

+$1.89M

+$9.37M

741

−$4.43M

+$16.3M

+$3.76M

+$325K

+$16M

740

−$54.8M

+$134M

−$26.8M

−$9.23M

+$42.9M

739

+$21.2M

−$675K

+$1.9M

+$1.17M

+$23.6M

738

−$2.55M

+$2.28M

+$3.05M

−$1.01M

+$1.76M

737

−$10.3M

+$327K

−$2.38M

+$1.55M

−$10.8M

736

−$1.06M

−$390K

−$2.9M

−$2.81M

−$7.15M

735

−$35.7M

−$14.7M

−$15.8M

−$10.8M

−$77M

734

−$4.73M

−$124M

+$299K

−$436K

−$129M

733

−$11.3M

−$3.32M

−$1.93M

−$94.6K

−$16.7M

732

−$14.4M

−$10.4M

−$5.21M

−$1.8M

−$31.8M

731

−$13.4M

−$3.26M

−$7.06M

+$66.8K

−$23.7M

730

−$51.8M

+$47.1M

−$13.1M

−$7.57M

−$25.3M

729

−$12.8M

−$10.3M

−$156K

−$3.31M

−$26.6M

728

−$12.2M

−$4.13M

−$3.08M

−$2.67M

−$22.1M

727

−$16.4M

−$4.32M

−$4.22M

−$2.74M

−$27.6M

726

−$7.31M

−$1.85M

−$2.26M

−$3.87M

−$15.3M

725

−$393M

−$15.2M

−$27.7M

−$677K

−$437M

724

−$5.09M

−$2.23M

−$2.87M

−$2.45M

−$12.6M

723

−$4.94M

−$3.06M

−$933K

−$1.49M

−$10.4M

722

−$3.62M

−$2.77M

−$3.04M

−$2.4M

−$11.8M

721

−$10.5M

−$2.46M

−$1.71M

−$1.47M

−$16.2M

720

−$40.5M

−$9.57M

−$49.2M

−$16.6M

−$116M