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YieldMax Short NVDA Option Income DIPS 31.04 -1.32 -4.09%

DIPS Gamma Exposure (GEX)

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

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ATM IV
0.736
Put Call Ratio (OI)
0.188
Put Call Ratio (Vol)
0.0215
IV Rank
4.84
IV Percentile
74.1
Max Pain
35

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
-17.3
17.3
View values by strike
DIPS · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
34.00 54.6 -8.11e-11
35.00 231 0
38.00 0 2.31e-12
39.00 28.4 -4.16e-10
40.00 613 -3.15e-11
48.00 29.5 0
49.00 15.4 8.61e-11