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iShares Convertible Bond ETF ICVT 114.97 1.52 1.34%

ICVT Gamma Exposure (GEX)

ICVT (iShares Convertible Bond ETF): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.195
Put Call Ratio (OI)
2.41
Put Call Ratio (Vol)
3
IV Rank
4.35
IV Percentile
15.9
Max Pain
115

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
-65.1
65.1
View values by strike
ICVT · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
96.00 0 -1.37 K
100.00 0 -1.72 K
104.00 500 -227
105.00 527 0
107.00 0 -581
109.00 0 -346
110.00 1.84 K -380
111.00 0 -849
113.00 3.5 K -981
115.00 3.36 K -19.6 K
116.00 601 -1.12 K
118.00 1.08 K 0
119.00 872 0
120.00 454 0
125.00 312 -392
130.00 241 0