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iShares A BAI 47.02 1.88 4.16%

BAI Gamma Exposure (GEX)

BAI (iShares A): 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
0.408
Put Call Ratio (OI)
0.284
Put Call Ratio (Vol)
0.283
IV Rank
37.5
IV Percentile
38.1
Max Pain
43

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
207.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-28.0
28.0
View values by strike
BAI · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
25.00 0 -10.9
26.00 0 -807
28.00 0 -31.5
30.00 -1.67e-7 -463
34.00 0 -18.4
35.00 147 -86.3
36.00 0 -192
40.00 591 -758
42.00 137 -279
43.00 4.26 K -67.6
44.00 2.4 K -2.42 K
45.00 9.38 K -656
46.00 648 -5.21 K
47.00 1.24 K -173
48.00 11.2 K 0
49.00 0 -161
50.00 22.7 K -1.53 K
51.00 2.46 K -161
52.00 5.7 K 0
53.00 321 0
54.00 741 0
55.00 3.22 K 0
57.00 4.22 K 0
60.00 420 0
70.00 509 0
75.00 367 0