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iShares U IHF 55.6 -0.56 -1.0%

IHF Gamma Exposure (GEX)

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

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ATM IV
0.309
Put Call Ratio (OI)
1.09
Put Call Ratio (Vol)
2.38
IV Rank
52.4
IV Percentile
85.3
Max Pain
53

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
-25.8
25.8
View values by strike
IHF · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
30.00 86.9 0
35.00 0 -409
36.00 0 -1.03 K
37.00 0 -1.19 K
38.00 0 -1.71 K
39.00 0 -1.68 K
40.00 82.7 -31.7
43.00 0 -85.9
45.00 6.6 K -54.6
46.00 0 -58.7
48.00 480 0
49.00 152 0
50.00 5.45 K -5.17 K
51.00 1.95 K -502
52.00 325 0
53.00 538 -506
54.00 1.88 K -806
55.00 1.17 K -317
56.00 1.82 K -460
57.00 246 -1.38 K
58.00 3.43 K 0
59.00 1.83 K 0
60.00 5.28 K 0
61.00 122 0
65.00 477 0
70.00 1.81 K 0