Pre-market
⌘K
Sign in Sign up

NEOS Russell 2000 High Income IWMI 50.25 0.25 0.5%

IWMI Gamma Exposure (GEX)

IWMI (NEOS Russell 2000 High Income): 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
0.212
Put Call Ratio (OI)
0.65
Put Call Ratio (Vol)
1.86
IV Rank
31.8
IV Percentile
65.9
Max Pain
51

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
-15.3
15.3
View values by strike
IWMI · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
38.00 0 -177
42.00 0 -133
43.00 0 -76
44.00 0 -3.17 K
45.00 161 -2.21 K
46.00 180 -1.2 K
47.00 461 -664
48.00 349 -18.9 K
49.00 327 -22.9 K
50.00 14.9 K -54.8 K
51.00 6 K -24.9 K
52.00 85.5 K -10.6 K
53.00 76.3 K -768
54.00 2.61 K 4.27e-9
55.00 898 1.39e-8
56.00 726 -2.18e-8
57.00 321 -1.29e-8
58.00 0 9.18e-9
59.00 0 -8.38e-10
60.00 977 -6.46e-9
61.00 0 2.08e-9
62.00 0 -1.92e-9