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IRSA Inversiones y Representaciones S IRS 15.6 0.13 0.84%

IRS Gamma Exposure (GEX)

IRS (IRSA Inversiones y Representaciones S): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.446
Put Call Ratio (OI)
0.23
Put Call Ratio (Vol)
0.28
IV Rank
5.58
IV Percentile
14.4
Max Pain
12.5

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
-14.4
14.4
View values by strike
IRS · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
10.00 16.2 0
12.50 7.93 K -4.73 K
15.00 27.8 K -2.48 K
17.50 6.38 K -25.6
20.00 784 0
22.50 21.2 0