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Ellington Credit Company EARN 4.29 0.06 1.41%

EARN Gamma Exposure (GEX)

EARN (Ellington Credit Company): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
1.43
Put Call Ratio (OI)
0.144
Put Call Ratio (Vol)
0.15
IV Rank
12.2
IV Percentile
88.1
Max Pain
2.5

Gamma exposure (2026-09-18)

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}
0.0
182.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-5.8
5.8
View values by strike
EARN · Gamma exposure · 2026-09-18. USD of exposure per 1% underlying move.
StrikeCallsPuts
2.50 1.68 0
5.00 1.72 K -44