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iShares Currency Hedged MSCI EAFE HEFA 46.97 0.58 1.24%

HEFA Gamma Exposure (GEX)

HEFA (iShares Currency Hedged MSCI EAFE): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.316
Put Call Ratio (OI)
1
Put Call Ratio (Vol)
1
IV Rank
5.73
IV Percentile
76.2
Max Pain
40

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
-11.0
11.0
View values by strike
HEFA · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
40.00 0 -60.6
44.00 100 0