CEPT Gamma Exposure (GEX)

CEPT (Cantor Equity Partners II): 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

1.92

Put Call Ratio (OI)

0.0683

Put Call Ratio (Vol)

0.0401

IV Rank

7.48

IV Percentile

57.7

Max Pain

7.5

Gamma exposure (2026-09-21)

Gamma exposure (GEX)

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.

\text{DTE}

|\Delta|

Moneyness

View values by strike

CEPT · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
Strike	Calls	Puts
2.50	0	-55.1
5.00	9.3	0
7.50	616	-3.28
10.00	316	-21.4
12.50	1.96 K	-64.6
15.00	340	-9.9
17.50	614	0
20.00	165	-4.56
22.50	3.18 K	0
25.00	38.6	0

CE Cantor Equity Partners II CEPT 12.09 0.0 0.0%

CEPT Gamma Exposure (GEX)

Gamma exposure (2026-09-21) Gamma exposure (GEX) 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. Got it

Cantor Equity Partners II CEPT 12.09 0.0 0.0%

Gamma exposure (2026-09-21)

Gamma exposure (GEX)

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.