Benchmarks & ETF · band window Sep 25 – Oct 2
SPDR S&P 500 ETF
ETF · US · Benchmark
Inside the expected range. No statistical dislocation.
Price basis: 2026-09-25 US regular-session close · candle and GEX OI timestamps are shown separately on the chart.
This link opens the latest data for this symbol.
30-minute candles · US regular session (ET)
Each date uses its own weekly band · settled bands are retained
Click or tap the chart to see prices.
Price ($)
Shading: historic ±1σ · dots: close at or beyond the band
Prices shown 2025-09-25–2026-09-25 · 252 sessions
Sigma bands: 252/252 sessions
| Close date | Sigma | +1W | +2W | +4W |
|---|---|---|---|---|
| +0.91σ | — | — | — | |
| −0.19σ | +1.27% | — | — | |
| −0.58σ | −0.34% | +0.92% | — | |
| +0.08σ | −0.77% | −1.10% | — | |
| +0.30σ | +0.11% | −0.66% | +0.26% | |
| −1.12σ | +0.47% | +0.58% | −0.53% | |
| +0.26σ | −1.37% | −0.90% | −1.55% | |
| +2.19σ | +0.40% | −0.98% | −0.40% | |
| +0.49σ | +3.51% | +3.92% | +2.99% | |
| −0.29σ | +1.10% | +4.65% | +3.63% | |
| −1.15σ | −0.59% | +0.50% | +4.45% | |
| +0.84σ | −1.54% | −2.12% | +2.43% |
Close-to-close price changes, excluding dividends and costs. — means future or unavailable. Predictive value is unverified.
Dealer gamma stacked at each strike. The dashed lines are this week's ±1σ edges, so whether a thick strike and a band edge land on the same price is readable in one view.
Hedging leans against the move, so the strikes below tend to hold.
+1σ $783.46 · −1σ $759.24 — outside the published strike window ($760.00–$783.00), so not drawn on the ladder above.
All expirations, strikes within ±10% of spot. Open interest settles once a day, so these levels move on the same cadence as the σ band.
A daily snapshot, not a live quote. Prices are taken as the upstream feed supplies them.