SPX vs SPY Gamma Exposure Comparison
Analyze options gamma exposure and find the gamma flip point
📊 SPX Data Time:
2025-12-05 22:14:59 CET
Last trade timestamp
2025-12-05 22:14:59 CET
Last trade timestamp
📊 SPY Data Time:
2025-12-05 21:59:59 CET
Last trade timestamp
2025-12-05 21:59:59 CET
Last trade timestamp
🕐 Fetch Time:
2025-12-06 17:04:30 CET
Data retrieved at
2025-12-06 17:04:30 CET
Data retrieved at
Auto-Analysis: Showing analysis for closest
expiration date (2025-12-08). Comparison mode enabled - viewing both
SPX and SPY. Use the controls below to customize your
analysis.
📅 Analysis Controls
📈 What is Gamma Exposure?
Gamma exposure (GEX) measures how much market makers need to hedge their positions when the underlying moves. It helps identify key support and resistance levels in the market.
Gamma Flip Point: The price level where gamma exposure changes from negative to positive, indicating different market dynamics.📊 Key Statistics Comparison
📈 SPX
$6870.40
Spot Price
$6826.58
Gamma Flip
$2.80B
Total Gamma
Status:
Above
gamma flip point (Positive environment)
🕷️ SPY
$685.69
Spot Price
$681.93
Gamma Flip
$0.89B
Total Gamma
Status:
Above
gamma flip point (Positive environment)
🔍 Comparison Insights
Price Difference:
SPX is $6184.71 higher than SPY
SPX is $6184.71 higher than SPY
Gamma Flip Difference:
SPX flip point is $6144.65 higher
SPX flip point is $6144.65 higher
Total Gamma Difference:
SPX has $1.91B more gamma
SPX has $1.91B more gamma
📊 Analysis for: 2025-12-08
Total Gamma Exposure Comparison
💡 Interactive Controls: Click and drag to zoom,
double-click to reset, hover for details.
Compare: Notice differences in gamma magnitude and
flip points between SPX and SPY.
📈 SPX Total Gamma
🕷️ SPY Total Gamma
Call vs Put Gamma Comparison
💡 Analysis: Compare call vs put positioning
between SPX and SPY. Notice how market makers hedge differently
across the two instruments.
📈 SPX Call vs Put Gamma
🕷️ SPY Call vs Put Gamma
Open Interest Comparison
💡 Insights: Compare option positioning and
liquidity between SPX and SPY. Higher open interest typically
indicates stronger support/resistance levels.
📈 SPX Open Interest
🕷️ SPY Open Interest
📈 Reading the Comparison
- Red Line: Current spot price
- Black Line: Gamma flip point
- Scale Differences: SPX typically has larger absolute values
- Patterns: Look for similar trends despite scale differences
💡 SPX vs SPY Differences
- Contract Size: SPX is ~10x larger than SPY
- Settlement: SPX is cash-settled, SPY is physically settled
- Liquidity: Both are highly liquid but serve different purposes
- Tax Treatment: SPX has favorable 60/40 tax treatment
🔍 What to Look For
- Correlation: Do gamma levels move together?
- Divergence: Where do they differ significantly?
- Flip Points: Are they aligned or divergent?
- Volume Patterns: Which has more activity at key levels?