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United States Brent Oil Fund BNO 58.89 -1.68 -2.77%

BNO Gamma Exposure (GEX)

BNO (United States Brent Oil Fund): 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
0.51
Put Call Ratio (OI)
0.225
Put Call Ratio (Vol)
0.457
IV Rank
19.4
IV Percentile
51.6
Max Pain
60

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}
4.0
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-43.9
43.9
View values by strike
BNO · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
15.00 217 -235
18.00 2.56 -34.5
20.00 136 -79.9
21.00 -1.46e-7 0
22.00 123 -24.8
23.00 0 -523
24.00 -1.56e-7 -6.36
25.00 480 -337
26.00 0 -23.3
27.00 172 -121
28.00 836 -8.25
29.00 2.92 K -57.3
30.00 1.52 K -2.48 K
31.00 3.17 K -248
32.00 2.82 K -11.4 K
33.00 814 -3.49 K
34.00 488 -2.36 K
35.00 4.8 K -11.1 K
36.00 3.97 K -2.09 K
37.00 3.03 K -8.18 K
38.00 477 -2.67 K
39.00 495 -9.81 K
40.00 65.6 K -43.1 K
41.00 15 K -914
42.00 69.8 K -5.99 K
43.00 7.17 K -15.6 K
44.00 52.8 K -17.1 K
45.00 174 K -52.4 K
45.50 0 -2.2 K
46.00 16.8 K -137 K
46.50 45.8 -321
47.00 108 K -13.6 K
47.50 980 -651
48.00 92.4 K -99.8 K
48.50 0 -684
49.00 24.3 K -30.9 K
49.50 60.2 -430
50.00 941 K -444 K
50.50 1.87 K -817
51.00 58.4 K -33.4 K
51.50 5.43 K -1.3 K
52.00 345 K -83.1 K
52.50 1.15 K -47.7 K
53.00 133 K -81.2 K
53.50 985 -4 K
54.00 84.2 K -147 K
54.50 458 -7.06 K
55.00 1.63 M -659 K
55.50 1.62 K -2.48 K
56.00 94.5 K -93.5 K
56.50 145 -773 K
57.00 290 K -262 K
57.50 154 -790
58.00 1.78 M -90.7 K
58.50 5.96 K -644
59.00 144 K -450 K
59.50 30.9 K -142
60.00 6.81 M -1.05 M
60.50 1.44 K -1.16 K
61.00 125 K -613 K
61.50 30 K -9.15 K
62.00 363 K -89.9 K
62.50 3.55 K -1.67 K
63.00 313 K -33.9 K
63.50 12.9 K -1.42 K
64.00 253 K -36.6 K
65.00 2.53 M -64.6 K
66.00 26.6 K -3.87 K
66.50 231 0
67.00 127 K -1.25 K
67.50 14.6 K 0
68.00 11.4 K -6.37 K
69.00 16.8 K -2.12 K
70.00 2.4 M -19.8 K
72.00 4.28 K 0
75.00 724 K -3.05 K
76.00 449 0
80.00 468 K -1.48 K
81.00 20.3 K -173
85.00 744 K -497
90.00 34.9 0