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Invesco S&P 100 Equal Weight EQWL 131.74 0.77 0.59%

EQWL Gamma Exposure (GEX)

EQWL (Invesco S&P 100 Equal Weight): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.135
Put Call Ratio (OI)
0.69
Put Call Ratio (Vol)
0.857
IV Rank
9.54
IV Percentile
28
Max Pain
134

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
-51.9
51.9
View values by strike
EQWL · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
118.00 442 0
120.00 0 -2.79 K
121.00 1.98 K 0
122.00 372 0
125.00 388 0
126.00 1.1 K 0
129.00 474 -1.32 K
130.00 1.04 K -726
134.00 3.48 K 0
135.00 1.13 K 0
136.00 916 0
140.00 0 -4.69 K
145.00 3.72 K 0