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iShares U IAK 141.34 -1.36 -0.95%

IAK Gamma Exposure (GEX)

IAK (iShares U): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.17
Put Call Ratio (OI)
4.48
Put Call Ratio (Vol)
1.88
IV Rank
23.4
IV Percentile
14.4
Max Pain
143

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
179.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-24.3
24.3
View values by strike
IAK · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
120.00 0 -3.73 K
124.00 0 -234
125.00 0 -247
127.00 0 -279
130.00 572 -3.44 K
132.00 0 -1.83 K
133.00 0 -418
135.00 0 -14.9 K
136.00 389 0
137.00 1.63 K 0
138.00 423 -616
140.00 0 -22.1 K
141.00 1.04 K 0
143.00 12.9 K -17.6 K
144.00 0 -1.36 K
145.00 1.06 K -12.2 K
147.00 1.61 K 0
150.00 851 -2.43 K
153.00 426 0