Closed
⌘K
Sign in Sign up

Direxion Shares ETF Trust Direxion AVL 38.85 1.62 4.35%

AVL Gamma Exposure (GEX)

AVL (Direxion Shares ETF Trust Direxion): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.761
Put Call Ratio (OI)
0.335
Put Call Ratio (Vol)
5.01
IV Rank
15.4
IV Percentile
10.2
Max Pain
37

Gamma exposure (2026-09-21)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
25.0
242.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-71.5
71.5
View values by strike
AVL · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
20.00 565 -857
24.00 0 -34.1
25.00 1.12 K -2.96 K
26.00 0 -2.03 K
27.00 145 -636
28.00 188 -2.52 K
29.00 166 -613
30.00 7.19 K -23.7 K
31.00 512 -12.7 K
32.00 1.23 K -3.81 K
33.00 1.74 K -20.2 K
34.00 3.37 K -6.32 K
35.00 5.99 K -35.3 K
36.00 1.8 K -17 K
37.00 13.3 K -5.65 K
38.00 11.9 K -10.7 K
39.00 9.49 K -1.97 K
40.00 54 K -8.69 K
41.00 31.2 K -1.5 K
42.00 9.13 K -597
43.00 61.2 K -1.87 K
44.00 7.27 K -242
45.00 27.5 K -2.61 K
46.00 9.62 K -586
47.00 2.58 K -223
48.00 2.93 K -107
49.00 2.25 K -1.08e-9
50.00 55.6 K -102
51.00 89.6 1.6e-9
52.00 219 0
53.00 3.51 K 9.43e-9
54.00 221 -9.91e-10
55.00 3.7 K -6.63e-9
56.00 252 1.35e-9
57.00 2.18 K 2.11e-10
58.00 43.6 -8.65e-9
59.00 21.2 -4.67e-8
60.00 14.2 K -1.11e-7
65.00 831 1.46e-8
70.00 2.72 K 3.71e-8
75.00 9.62 K 5.1e-10
80.00 852 0
85.00 419 -8.66e-10
90.00 1.01 K 0
95.00 18.8 0
100.00 29.7 0
105.00 7.01 0
110.00 309 0