Pre-market
⌘K
Sign in Sign up

iShares U IYF 132.31 0.54 0.41%

IYF Gamma Exposure (GEX)

IYF (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
0.152
Put Call Ratio (OI)
0.647
Put Call Ratio (Vol)
1.15
IV Rank
16
IV Percentile
13.2
Max Pain
134

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
-67.4
67.4
View values by strike
IYF · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
75.00 0 -257
85.00 46 0
116.00 219 -194
121.00 0 -322
125.00 5.51 K 0
133.00 4.74 K 0
134.00 2.41 K -10.4 K
135.00 0 -964
137.00 1.92 K 0
138.00 821 0
140.00 1.65 K -612
145.00 365 0
150.00 2.03 K 0