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i3 Verticals IIIV 14.75 -0.03 -0.2%

IIIV Gamma Exposure (GEX)

IIIV (i3 Verticals): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.448
Put Call Ratio (OI)
0.385
Put Call Ratio (Vol)
0.438
IV Rank
3.73
IV Percentile
12.1
Max Pain
20

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
-25.3
25.3
View values by strike
IIIV · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
12.50 38.9 -1.24 K
15.00 463 -2.6 K
17.50 1.67 K -40.3
20.00 2.94 K -30.9
22.50 1.22 K 0
25.00 201 0
30.00 62.5 0