📊 ETF Stats — tonight's option book of every ETF
A plain table of every ETF: implied volatility, IV rank, put/call, dealer gamma and the walls — open to everyone, rebuilt every night. Each ETF also has a page of its own (/etf/spy.html) that tells the same story in words and a chart.
The table
| Control | What it does |
|---|---|
| Option market | How busy the ETF's options are: A (deepest) · B · C (lighter). It describes the options market, not data quality. |
| Gamma | All · ▲ long · ▼ short: show only ETFs whose dealers calm moves, or stretch them. |
| Search | A ticker. |
| column headers | Click to sort; click again to reverse. |
| Column | How to read it |
|---|---|
| IV rank | Where today's 30-day IV sits in its own one-year range (0 low, 100 high). |
| IV−HV | Implied minus 20-day realised volatility, in points. Above 0: options charge more than the price delivered. |
| P/C OI | Put open interest ÷ call open interest. |
| Exp. move | The market's 30-day move, % of the price (one standard deviation). |
| Gamma | ▲ dealers' net gamma is positive (they dampen moves) · ▼ negative (they amplify them). |
| Walls | The strike with the most call / put open interest and its distance from the price ("far" = more than 50 % away). |
Tonight's standouts
A few short lists at the top: the ETFs that stand out tonight on the most important readings. By default they use A and B only — a thinly traded ETF (C) can swing a ranking by itself, and the page says so under the controls.
An ETF's own page
Each ETF page (/etf/<ticker>.html) is the same table turned into a story:
| Part | What it is |
|---|---|
| The paragraph | Dealers net long or short gamma and what that does to moves; where the call wall and put wall stand, how far, and for how many sessions; the front max pain; IV, its rank, realised vol and the priced 30-day move. |
| Five numbers | Dealer gamma stance · net GEX per 1 % move · implied vol 30 days · IV rank · priced 30-day move · put/call open interest. |
| Levels tonight | Call wall, put wall, gamma flip, max pain — price, distance from the close and a note ("5 sessions" = how long that wall has stood; "too far away to have much pull"). |
| Last year chart | The close with the call wall, put wall and gamma flip, each line that day's reading, not a level looked back on. Levels far outside the picture are named under it. |
| Implied against realised | What the options charge for 30 days against how much the ETF really moved over 20 — a gap between the lines is the premium. |
The words, in short
- Short gamma: when the price moves, dealers' hedging goes with it, which can let the move stretch.
- Long gamma: their hedging goes against the move and calms it.
- Call wall / put wall: the strike with the most open calls above / puts below the price.
- Gamma flip: the price where dealers' net gamma changes sign — above it, long; below it, short.
- Max pain: the expiry price at which the front expiry costs its holders least.
More in the glossary.
Want more than tonight?
Every figure here is one row of the nightly files — 121 series per session for every ETF, and the same for stocks and futures. The Viewer draws and reads them for you: see Options Chart. Stocks and futures are in the Scanner.