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iShares U IHE 102.24 0.71 0.7%

IHE Gamma Exposure (GEX)

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

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ATM IV
0.211
Put Call Ratio (OI)
0.0527
Put Call Ratio (Vol)
1.01
IV Rank
5.85
IV Percentile
30.1
Max Pain
100

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
207.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-42.2
42.2
View values by strike
IHE · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
70.00 247 0
84.00 157 0
87.00 -1.77e-6 0
90.00 0 -151
92.00 204 0
94.00 0 -227
95.00 562 -16.1 K
97.00 0 -4.35 K
99.00 2.7 K -702
100.00 8.12 K -67.1 K
102.00 1.84 K 0
103.00 619 0
105.00 15.3 K 0
110.00 1.5 K 0
112.00 3.17 K 0
115.00 726 K 0
120.00 3.92 K 0