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VanEck Brazil Small-Cap ETF BRF 16.68 0.48 2.96%

BRF Gamma Exposure (GEX)

BRF (VanEck Brazil Small-Cap ETF): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.448
Put Call Ratio (OI)
0.0909
Put Call Ratio (Vol)
0.113
IV Rank
18
IV Percentile
60.9
Max Pain
16

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
-12.3
12.3
View values by strike
BRF · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
12.00 0 -10.2
15.00 111 0
16.00 0 -447
17.00 1.52 K 0
18.00 1.2 K 0
19.00 2.27 K 0