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iShares U ITA 216.17 2.33 1.09%

ITA Gamma Exposure (GEX)

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

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.239
Put Call Ratio (OI)
0.684
Put Call Ratio (Vol)
2.68
IV Rank
52.8
IV Percentile
54.3
Max Pain
225

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
269.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-153.9
153.9
View values by strike
ITA · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
120.00 38.2 0
125.00 351 0
130.00 0 -339
135.00 69.4 -2.53 K
140.00 1.96 K 0
145.00 0 -461
150.00 300 0
155.00 309 -111
160.00 1.01 K -264
165.00 232 -5.93 K
170.00 7.38 K -8.78 K
175.00 2.3 K -8.45 K
180.00 21.3 K -16.3 K
185.00 5.82 K -8.26 K
190.00 5.08 K -36.9 K
191.00 0 -1.85 K
192.00 0 -1.54 K
193.00 0 -1.6 K
194.00 377 -5.27 K
195.00 14.3 K -98 K
196.00 0 -17.7 K
197.00 498 -10.8 K
198.00 533 -22.1 K
199.00 481 -10.9 K
200.00 69.3 K -245 K
205.00 71.6 K -157 K
210.00 118 K -559 K
215.00 169 K -440 K
220.00 317 K -427 K
225.00 229 K -489 K
230.00 536 K -362 K
235.00 1.44 M -902 K
240.00 267 K -1.66 M
245.00 270 K -80.8 K
250.00 2.16 M -239 K
255.00 114 K -15.5 K
260.00 48.5 K -9.3 K
265.00 37 K 0
270.00 63.1 K 0
275.00 25 K 0
280.00 61.4 K 0
285.00 9.01 K 0
290.00 8.19 K 0
295.00 4.46 K 0
300.00 12.3 K 0
305.00 234 0
310.00 4.51 K 0
315.00 762 0
320.00 987 0
325.00 1.03 K 0
330.00 123 0
335.00 1.46 K 0
340.00 165 0
345.00 647 0
350.00 461 0
355.00 365 0
360.00 295 0
370.00 1.37 K 0