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Leverage Shares 2X Long CBRS CBRG 3.82 0.39 11.37%

CBRG Gamma Exposure (GEX)

CBRG (Leverage Shares 2X Long CBRS): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
1.43
Put Call Ratio (OI)
0.66
Put Call Ratio (Vol)
1.03
IV Rank
11.9
IV Percentile
22.5
Max Pain
3

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
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-26.2
26.2
View values by strike
CBRG · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
1.00 21.1 -47.2
2.00 315 -2.4 K
3.00 2.62 K -7.02 K
4.00 20.9 K -2.05 K
5.00 1.88 K -680
6.00 9.54 K -129
7.00 618 -15.1
8.00 339 -37.6
9.00 122 -5.7
10.00 863 -61.4
11.00 20.2 0
12.00 3.6 0
13.00 418 0
14.00 15 0
15.00 372 0
16.00 1.02 0
17.00 2.97 0
18.00 4.91 0
20.00 51.8 -17.7
25.00 1.6 0
30.00 129 0