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iShares U IYH 71.61 0.44 0.62%

IYH Gamma Exposure (GEX)

IYH (iShares U): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.215
Put Call Ratio (OI)
0.0635
Put Call Ratio (Vol)
0.203
IV Rank
26
IV Percentile
58.1
Max Pain
65

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
-21.6
21.6
View values by strike
IYH · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
50.00 0 -35.7
62.00 0 -472
63.00 424 0
64.00 134 0
67.00 4.07e-6 -220
69.00 4.98 K 0
70.00 14.6 K 0
71.00 0 -410
72.00 436 0
73.00 960 0
74.00 1.93 K 0
75.00 6.21 K 0
80.00 1.86 K 0