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VictoryShares US 500 Volatility Wtd CFA 97.73 0.28 0.29%

CFA Gamma Exposure (GEX)

CFA (VictoryShares US 500 Volatility Wtd): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.19
Put Call Ratio (OI)
0
Put Call Ratio (Vol)
0
IV Rank
8.78
IV Percentile
58.3
Max Pain
100

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
179.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-13.2
13.2
View values by strike
CFA · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
88.00 200 0
100.00 1.11 K 0