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iShares MSCI Emerging Markets ETF EEM 68.79 1.76 2.63%

EEM Gamma Exposure (GEX)

EEM (iShares MSCI Emerging Markets ETF): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.235
Put Call Ratio (OI)
2.16
Put Call Ratio (Vol)
2.99
IV Rank
43.5
IV Percentile
45.4
Max Pain
67

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}
0.0
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-43.9
43.9
View values by strike
EEM · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
25.00 154 -33.9 K
30.00 8.45 K -14.2 K
32.00 0 -95.5
33.00 284 -74.5
34.00 111 -2.11 K
35.00 3.08 K -82.9 K
36.00 65.7 -5.54 K
37.00 12 -83.8 K
38.00 17.3 K -31.7 K
39.00 464 -138 K
40.00 6.07 K -293 K
41.00 4.6 K -107 K
41.50 0 -49.7
42.00 6.63 K -251 K
42.50 0 -40.4
43.00 8.88 K -109 K
43.50 0 -108
44.00 5.18 K -631 K
44.50 0 -36.2
45.00 9.62 K -3.13 M
45.50 0 -39.4
46.00 6.64 K -869 K
46.50 0 -9.81 K
47.00 11.8 K -436 K
47.50 0 -401
48.00 5.62 K -1.44 M
48.50 0 -77.6
49.00 121 K -353 K
49.50 0 -11.8
50.00 169 K -6.1 M
50.50 56.8 -44.7
51.00 51.3 K -1.1 M
51.50 0 -35
52.00 22.4 K -1.64 M
52.50 68.4 -316 K
53.00 8.24 K -2 M
53.50 199 -138 K
54.00 70.4 K -3.97 M
54.50 94 -63.3 K
55.00 456 K -12.7 M
55.50 450 -15.7 K
56.00 248 K -6.71 M
56.50 272 -408 K
57.00 788 K -8.12 M
57.50 2.79 K -430 K
58.00 669 K -6.78 M
58.50 238 -405 K
59.00 235 K -6.11 M
59.50 2.24 K -346 K
60.00 4.94 M -25.8 M
60.50 42.8 K -405 K
61.00 451 K -7.94 M
61.50 3.64 K -161 K
62.00 5 M -10.4 M
62.50 2.91 K -950 K
63.00 2.28 M -7.78 M
63.50 65.9 K -638 K
64.00 6.47 M -10.1 M
64.50 71.3 K -1.22 M
65.00 29 M -49.7 M
65.50 20.5 K -267 K
66.00 11.7 M -20.2 M
66.50 540 K -1.85 M
67.00 8.79 M -7.95 M
67.50 3.03 M -405 K
68.00 23.7 M -17.6 M
68.50 1.49 M -1.76 M
69.00 6.47 M -2.22 M
69.50 1.8 M -62.7 K
70.00 64.6 M -10.2 M
70.50 250 K -843
71.00 3.89 M -146 K
71.50 5.7 M 0
72.00 12.9 M -519 K
72.50 112 K 0
73.00 10.6 M -44.1 K
73.50 129 K 0
74.00 2.51 M -4.44 K
74.50 65.1 K 0
75.00 23 M -1.04 M
76.00 2.54 M -7.32 K
77.00 950 K -2.05 K
78.00 1.35 M -703
79.00 78.2 K -436
80.00 13.7 M -6.5 K
81.00 8.1 K 0
82.00 89.9 0
83.00 102 0
85.00 3.22 M -920
90.00 1.45 M -527
95.00 15.7 K 0
100.00 8.16 K 0
105.00 273 0