Direxion Daily Energy Bear 2X ERY 9.25 0.41 4.64%
ERY Gamma Exposure (GEX)
ERY (Direxion Daily Energy Bear 2X): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.
ATM IV
1.02
Put Call Ratio (OI)
0.554
Put Call Ratio (Vol)
2.75
IV Rank
22.4
IV Percentile
89.2
Max Pain
9
View values by strike
| Strike | Calls | Puts |
|---|---|---|
| 4.00 | 0 | -1.42 |
| 5.00 | 0 | -16.2 |
| 6.00 | 21.8 | -394 |
| 7.00 | 0 | -413 |
| 8.00 | 701 | -352 |
| 9.00 | 40.8 K | -662 |
| 10.00 | 35.6 K | -14.6 K |
| 11.00 | 13.1 K | -9.14 K |
| 12.00 | 11 K | -1.69 K |
| 13.00 | 2.28 K | -90.4 |
| 14.00 | 831 | -348 |
| 15.00 | 3.22 K | -11.4 |
| 16.00 | 657 | -67 |
| 17.00 | 510 | 0 |
| 18.00 | 224 | -9.02 |
| 19.00 | 129 | -4.05 |
| 20.00 | 49.1 | 0 |
| 21.00 | 0 | -3.8 |
| 22.00 | 3.51 | -6.86 |
| 23.00 | 3.44 | -3.28 |