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iShares Latin America 40 ETF ILF 35.49 0.45 1.28%

ILF Gamma Exposure (GEX)

ILF (iShares Latin America 40 ETF): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.312
Put Call Ratio (OI)
0.0744
Put Call Ratio (Vol)
0.349
IV Rank
1.39
IV Percentile
69.4
Max Pain
33

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
-14.5
14.5
View values by strike
ILF · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
25.00 146 -572
28.00 345 -561
29.00 0 -1.05 K
30.00 137 -1.12 K
31.00 154 -1.67 K
32.00 66.8 -1.26 K
33.00 15.3 K -1.65 K
34.00 10.6 K -2.13 K
35.00 18.6 K -2.48 K
36.00 8.45 K -3.95 K
37.00 29.4 K -1.04 K
38.00 8.46 K 0
39.00 14.1 K 0
40.00 45.7 K -418
41.00 1.77 K -122
42.00 330 0
44.00 0 -45.6
46.00 0 -37.3
48.00 32.7 0
50.00 58.4 K 0