Pre-market
⌘K
Sign in Sign up

Invesco S&P MidCap 400 GARP GRPM 139.0 0.34 0.25%

GRPM Gamma Exposure (GEX)

GRPM (Invesco S&P MidCap 400 GARP): 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
0.353
Put Call Ratio (OI)
0
Put Call Ratio (Vol)
0
IV Rank
28
IV Percentile
85.9
Max Pain
121

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
-34.7
34.7
View values by strike
GRPM · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
117.00 854 0
121.00 1.59 K 0
128.00 390 0
155.00 988 0