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Dan IVES Wedbush AI Revolution IVES 41.45 1.3 3.24%

IVES Gamma Exposure (GEX)

IVES (Dan IVES Wedbush AI Revolution): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.305
Put Call Ratio (OI)
0.203
Put Call Ratio (Vol)
0.41
IV Rank
27.7
IV Percentile
28.8
Max Pain
40

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
-26.4
26.4
View values by strike
IVES · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
20.00 132 -69.1
24.00 309 0
25.00 0 -512
26.00 0 -145
27.00 0 -97.8
29.00 -2.66e-7 0
30.00 15.4 -1.55 K
31.00 -1.29e-7 -27.5
32.00 314 0
33.00 162 -189
34.00 277 -5.52 K
35.00 1.8 K 0
36.00 1.65 K -61.1
37.00 2.57 K -283
38.00 148 K -397
39.00 1.18 K -135
40.00 4.31 K -22.9 K
41.00 4.85 K 0
42.00 8.59 K 0
43.00 5.82 K -453
44.00 324 0
45.00 4.77 K -2.26 K
48.00 77.5 0