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Tradr 2X Long IBM Daily IBX 17.12 0.29 1.72%

IBX Gamma Exposure (GEX)

IBX (Tradr 2X Long IBM Daily): 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
1.01
Put Call Ratio (OI)
0.42
Put Call Ratio (Vol)
0.264
IV Rank
25.8
IV Percentile
32.5
Max Pain
18

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
-43.1
43.1
View values by strike
IBX · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
5.00 2.73 0
6.00 17.2 -1.17
7.00 5.15 0
8.00 9.95 -2.75
9.00 4.06 0
10.00 56.4 0
12.00 27.7 -16.8
13.00 58.8 -252
14.00 171 -255
15.00 1.64 K -2.52 K
16.00 1.19 K -544
17.00 585 -2.19 K
18.00 642 -276
19.00 481 -106
20.00 2.09 K -89.5
21.00 120 -64.4
22.00 46.7 -27.5
23.00 293 0
24.00 567 -27.1
25.00 47.7 -140
26.00 9.14 -12
27.00 0 -22.6
28.00 267 0
29.00 52.7 0
30.00 1.59 K -135
31.00 33.2 0
32.00 40.2 -67.4
33.00 23.5 0
34.00 22.8 0
35.00 22.7 -7.29
40.00 380 0
45.00 9.3 0
50.00 277 0
55.00 4.29 0
60.00 4.43 0