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Leverage Shares 2X Long CIFR CIFG 5.21 0.33 6.68%

CIFG Gamma Exposure (GEX)

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

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ATM IV
2.05
Put Call Ratio (OI)
0.185
Put Call Ratio (Vol)
0.0765
IV Rank
46.3
IV Percentile
25.7
Max Pain
4

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
-24.9
24.9
View values by strike
CIFG · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
1.00 2.07 0
2.00 2.94 0
3.00 316 -6.77
4.00 712 -496
5.00 3.84 K -441
6.00 78 -7.76
7.00 18.5 0
8.00 17 -23.4
9.00 131 -8.42
10.00 78 0
11.00 52.6 -3.84
12.00 102 -0.933
13.00 64.5 0
14.00 5.31 -0.778
15.00 17 0
17.00 1.59 0
19.00 1.45 0
20.00 12.6 0
22.00 2.67 0
25.00 1.26 0
30.00 6.82 0