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Leverage Shares 2X Long IREN IREG 10.3 0.32 3.22%

IREG Gamma Exposure (GEX)

IREG (Leverage Shares 2X Long IREN): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
1.7
Put Call Ratio (OI)
0.623
Put Call Ratio (Vol)
1.17
IV Rank
12.4
IV Percentile
20.6
Max Pain
9

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
-34.6
34.6
View values by strike
IREG · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
1.00 0 -0.884
2.00 27.6 -8.45
3.00 21.9 -19.6
4.00 39.7 -39
5.00 83.9 -67.5
6.00 26.8 -96
7.00 115 -1.01 K
8.00 448 -656
9.00 669 -419
10.00 1.04 K -239
11.00 341 -111
12.00 890 -159
13.00 92.1 -5.81
14.00 139 -23.4
15.00 613 -41.7
16.00 32.7 -36.1
17.00 0 -22.4
18.00 55.3 -263
19.00 12.4 -21.1
20.00 107 -20.9
21.00 52.2 -19.4
22.00 4.55 -4.69
23.00 26.3 -4.49
24.00 142 -8.62
25.00 11.2 -14.5
26.00 7.77 0
27.00 3.68 0
28.00 3.49 0
29.00 17 0
30.00 99.2 -3.52
32.00 28.5 -9.11
33.00 3.29 0
34.00 8.51 0
35.00 38.8 -24.9
40.00 10 0
42.00 2.42 0
45.00 16.2 0