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MORGAN STANLEY CHINA A SHARE CAF 18.43 0.05 0.3%

CAF Gamma Exposure (GEX)

CAF (MORGAN STANLEY CHINA A SHARE): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.996
Put Call Ratio (OI)
0.0323
Put Call Ratio (Vol)
0.143
IV Rank
24.2
IV Percentile
91.4
Max Pain
20

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
-16.6
16.6
View values by strike
CAF · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
20.00 1.85 K -26.1
25.00 257 0