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iShares 7-10 Year Treasury Bond IEF 91.2 0.4 0.44%

IEF Gamma Exposure (GEX)

IEF (iShares 7-10 Year Treasury Bond): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.0627
Put Call Ratio (OI)
0.745
Put Call Ratio (Vol)
0.997
IV Rank
3.65
IV Percentile
74
Max Pain
91

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}
4.0
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-53.8
53.8
View values by strike
IEF · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
55.00 0 -17.7
60.00 0 -14.9
65.00 0 -119 K
70.00 676 -13.8 K
75.00 2.26 K -17.3 K
80.00 12.1 K -7.26 M
81.00 0 -5.56 K
82.00 1.65 K -2.08 M
83.00 0 -7.49 K
84.00 0 -31.7 K
85.00 71.2 K -3.33 M
86.00 9.57 K -2.41 M
86.50 0 -2.17 K
87.00 252 K -8.98 M
87.50 0 -226
88.00 3.4 M -19.8 M
88.50 0 -5.97 K
89.00 1.55 M -23.1 M
89.50 0 -8.84 K
90.00 8.2 M -126 M
90.50 1.93 M -6.27 M
91.00 92.4 M -97.6 M
91.50 24 M -4.64 M
92.00 203 M -110 M
92.50 2.58 M -2.98 M
93.00 46 M -17.5 M
93.50 2.68 M -1.53 M
94.00 71.3 M -5.74 M
94.50 95.3 K -344
95.00 33.3 M -10.5 M
95.50 51.6 K 0
96.00 11.8 M -1.38 M
96.50 18.8 K 0
97.00 3.53 M -408 K
97.50 4.21 K 0
98.00 4.83 M -1.2 M
99.00 1.04 M -38 K
100.00 19.8 M -10.9 K
101.00 588 K 0
102.00 18.5 K 0
103.00 54.6 K 0
104.00 1.52 K 0
105.00 1.34 M 0
106.00 3.39 M 0
107.00 1.15 K 0
108.00 6.38 K -417
109.00 12.2 K 0
110.00 11.1 K 0
111.00 1.91 K 0
115.00 1.61 K -146
120.00 9.14 K 0
125.00 337 0
130.00 53.2 K 0
135.00 23.7 K 0
140.00 41.5 K 0