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iShares Core MSCI EAFE ETF IEFA 99.08 1.09 1.11%

IEFA Gamma Exposure (GEX)

IEFA (iShares Core MSCI EAFE ETF): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.181
Put Call Ratio (OI)
0.281
Put Call Ratio (Vol)
0.257
IV Rank
11.2
IV Percentile
53
Max Pain
97

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
-44.0
44.0
View values by strike
IEFA · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
55.00 43.7 0
62.00 0 -26.6
70.00 112 0
75.00 0 -1.84 K
77.00 568 0
79.00 92.3 0
80.00 895 -1.04 K
84.00 801 0
85.00 11 K -969
86.00 7.09 K -153
88.00 28 K -1.88 K
89.00 1.23 K 0
90.00 4.17 K -4.68 K
91.00 2.73 K 0
92.00 3.73 K 0
93.00 0 -297
94.00 250 -758
95.00 0 -9.51 K
96.00 0 -1.95 K
97.00 0 -34.4 K
98.00 904 -1.32 K
99.00 1.45 K -2.63 K
100.00 15.1 K -1.19 K
101.00 11.8 K -1.52 K
102.00 24.6 K -6.36 K
103.00 16.7 K 0
104.00 61.8 K 0
105.00 12.9 K -822
106.00 5.8 K -2.34 K
107.00 317 -356
108.00 3.72 K 0
109.00 194 0
110.00 8.47 K 0
115.00 1.05 K 0