I think you could talk about power and dominance. Women do have a certain amount of power, in that they can use sex as a motivator for men. However, the men are the ones with the actual power and are dominant over women.
Gender relations in Gatsby?
Jaime's given two good starting points. I would add a third and fourth. I'd make a chart of all the male characters and another of all the female characters. Then I'd list all major characteristics and how each demonstrates those qualities. For example, honesty would appear on both, and relationship towards money…but attractiveness would be more likely to show up on the female chart.
This leads to the fourth possible point: how the different genders relate to core themes in the novel.
I would break this up into pairings...Gatsby and Daisy, Myrtle and Tom, Jordan and Nick, Nick and Daisy. I would also try to examine the relationships between women (Daisy and Jordan, Daisy and Myrtle, Tom and Gatsby, Nick and Gatsby), depending on how long your paper is. As you gather your notes, consider how societal expectations affect what might be the more noble intentions of the characters; consider what roles envy and jealousy play; does innate intelligence have a part to play in the relationships? What about gender roles and their state of flux during the twenties?
I hope this might give you some things to consider.