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iShares U IAT 59.76 0.18 0.3%

IAT Gamma Exposure (GEX)

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

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ATM IV
0.267
Put Call Ratio (OI)
3.73
Put Call Ratio (Vol)
1.21
IV Rank
8.48
IV Percentile
51.8
Max Pain
65

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
-24.9
24.9
View values by strike
IAT · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
40.00 23.9 -21.2
45.00 0 -459
48.00 115 -2.91 K
50.00 69.5 -4.11 K
51.00 306 0
52.00 0 -187
53.00 0 -302
55.00 0 -1.91 K
56.00 471 -2.7 K
57.00 378 -285
58.00 334 -993
59.00 0 -335
60.00 2.25 K -659
62.00 2 K 0
63.00 2.86 K 0
64.00 169 -1.49 K
65.00 3.9 K -38.9 K
66.00 7.09 K 0
67.00 0 -617
68.00 739 0
70.00 1.17 K 0
72.00 79 0
73.00 154 0
75.00 317 0