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YieldMax Short TSLA Option Income CRSH 19.0 -0.44 -2.25%

CRSH Gamma Exposure (GEX)

CRSH (YieldMax Short TSLA Option Income): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.523
Put Call Ratio (OI)
0.123
Put Call Ratio (Vol)
0.173
IV Rank
2.88
IV Percentile
38.1
Max Pain
23

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
-20.9
20.9
View values by strike
CRSH · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
17.00 0 -71
18.00 337 0
20.00 402 -30.1
21.00 50.6 -36.1
22.00 23 -54.3
23.00 250 -122
24.00 191 -43.5
25.00 312 0
26.00 655 0
27.00 235 0
28.00 279 0
29.00 71.2 0
31.00 183 0
40.00 6.77 0