Pre-market
⌘K
Sign in Sign up

D-Market Electronic Services & Trading HEPS 2.49 -0.01 -0.4%

HEPS Gamma Exposure (GEX)

HEPS (D-Market Electronic Services & Trading): 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
0.472
Put Call Ratio (OI)
0.373
Put Call Ratio (Vol)
0.288
IV Rank
2.88
IV Percentile
2.87
Max Pain
2.5

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
242.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-5.0
5.0
View values by strike
HEPS · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
2.50 373 -2.74 K
5.00 789 0