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iShares U IFRA 56.4 -0.22 -0.39%

IFRA Gamma Exposure (GEX)

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

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ATM IV
0.39
Put Call Ratio (OI)
0.242
Put Call Ratio (Vol)
0.407
IV Rank
10.1
IV Percentile
62.1
Max Pain
59

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
-14.6
14.6
View values by strike
IFRA · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
53.00 127 0
57.00 1.46 K 0
58.00 863 -373
59.00 3.67 K -881
60.00 2.25 K 0
61.00 1.14 K 0
62.00 1.15 K 0
63.00 97.4 0
64.00 223 0
65.00 1.06 K 0
66.00 240 0
70.00 211 0