ThetaOwl

SPY

$645.17
Neutral
IV Rank
-
IV Pctl
-
HV 20d
-
52W Range
-
ATR(14)
-
Exp. Move
±0.2%
P/C Ratio
-
Earnings
-
GEX Negative
DEX Long
Net Put Premium
Max Pain Above
Exp. Move Narrow

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-03-260±$1.36±0.2%$643.80$646.53
2026-03-271±$7.64±1.2%$637.53$652.80
2026-03-304±$13.70±2.1%$631.47$658.86
2026-03-315±$16.20±2.5%$628.96$661.37
2026-04-016±$17.89±2.8%$627.28$663.06
2026-04-027±$19.57±3.0%$625.59$664.74

Explore SPY options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.