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FundStrat Granny Shots US Large GRNY 28.37 0.49 1.75%

GRNY Gamma Exposure (GEX)

GRNY (FundStrat Granny Shots US Large): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.174
Put Call Ratio (OI)
0.0672
Put Call Ratio (Vol)
0.408
IV Rank
0.68
IV Percentile
5.2
Max Pain
28

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
487.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-14.4
14.4
View values by strike
GRNY · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
14.00 62.2 -89.7
15.00 218 -24.6
16.00 356 0
17.00 53.9 -7.94
18.00 55.7 -68.4
19.00 43.7 -266
20.00 5.4 K -409
21.00 985 -293
22.00 10.2 K -1.01 K
23.00 1.51 K -1.28 K
24.00 8.65 K -2.58 K
25.00 51.8 K -10.7 K
26.00 37.1 K -6.45 K
27.00 121 K -23.2 K
28.00 185 K -14 K
29.00 102 K -9.24 K
30.00 130 K -1.55 K
31.00 269 K -702
32.00 8.77 K 0
33.00 2.91 K -1.27 K
34.00 3.12 K -56.7
35.00 66.3 K 0
40.00 27 0