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iShares MSCI South Africa ETF EZA 68.23 -0.26 -0.38%

EZA Gamma Exposure (GEX)

EZA (iShares MSCI South Africa ETF): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.312
Put Call Ratio (OI)
1.99
Put Call Ratio (Vol)
0.899
IV Rank
16.5
IV Percentile
11.6
Max Pain
70

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
207.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-41.8
41.8
View values by strike
EZA · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
35.00 0 -191
40.00 267 -254
45.00 561 -893
50.00 198 -6.35 K
55.00 0 -16.2 K
60.00 0 -6.55 K
62.00 0 -7.55 K
63.00 495 -129
65.00 4.62 K -52.1 K
66.00 278 -2.92 K
67.00 1.75 K -928
68.00 2.03 K -1.2 K
69.00 2.75 K -4.6 K
70.00 12.4 K -3.29 K
71.00 4.83 K -3.91 K
72.00 7.35 K -2.66 K
73.00 9.82 K -2.09 K
74.00 345 0
75.00 0 -445
76.00 568 0
77.00 272 0
78.00 365 0
79.00 676 0
80.00 7.13 K -201
81.00 92.8 0
84.00 348 0
85.00 229 0
90.00 247 1.67e-9
95.00 167 0
100.00 1.06 K 0
105.00 580 0
110.00 888 0