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iShares U IYG 94.38 0.51 0.54%

IYG Gamma Exposure (GEX)

IYG (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
0.147
Put Call Ratio (OI)
0.793
Put Call Ratio (Vol)
1.22
IV Rank
18.1
IV Percentile
10.9
Max Pain
95

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
207.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-49.4
49.4
View values by strike
IYG · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
60.00 0 -27.2
70.00 0 -50
75.00 0 -789
82.00 0 -271
87.00 0 -260
88.00 0 -225
90.00 0 -529
92.00 1.19 K 0
95.00 389 -1.25 K
96.00 0 -888
97.00 2.38 K -459
98.00 1.27 K 0
99.00 339 0
100.00 425 -386
101.00 1.39 K 0
105.00 732 0
107.00 212 0
108.00 194 0
110.00 631 0
115.00 226 0