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iShares U IYM 181.49 -0.88 -0.48%

IYM Gamma Exposure (GEX)

IYM (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
0.18
Put Call Ratio (OI)
1.67
Put Call Ratio (Vol)
2.24
IV Rank
32
IV Percentile
15.1
Max Pain
181

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
-108.5
108.5
View values by strike
IYM · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
110.00 0 -189
130.00 0 -135
145.00 0 -674
150.00 387 -1.22 K
155.00 0 -3.97 K
160.00 0 -6.76 K
165.00 395 -19.7 K
172.00 0 -1.85 K
173.00 0 -1.88 K
174.00 2.9 K 0
175.00 1.2 K -5.01 K
176.00 599 0
177.00 633 0
178.00 650 -3.67 K
179.00 650 -3.95 K
180.00 0 -13.3 K
181.00 2.65 K -5.44 K
182.00 679 -824
183.00 21.3 K 0
185.00 1.88 K -1.73 K
186.00 1.4 K -876
188.00 5.58 K 0
189.00 684 -843
190.00 1.35 K 0
191.00 3.38 K 0
192.00 651 -813
193.00 641 0
194.00 632 -753
195.00 608 0
200.00 3.27 K 0
205.00 1.2 K 0
210.00 1.81 K 0