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Quadratic Interest Rate Volatility and IVOL 16.32 0.07 0.43%

IVOL Gamma Exposure (GEX)

IVOL (Quadratic Interest Rate Volatility and): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.514
Put Call Ratio (OI)
0.877
Put Call Ratio (Vol)
1.97
IV Rank
12.7
IV Percentile
74.3
Max Pain
16

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
-12.7
12.7
View values by strike
IVOL · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
16.00 602 -1.99 K
18.00 5.37 K 0
19.00 80.2 0
20.00 139 0
21.00 115 0