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iShares U IYW 264.46 7.59 2.95%

IYW Gamma Exposure (GEX)

IYW (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
0.195
Put Call Ratio (OI)
0.286
Put Call Ratio (Vol)
2.38
IV Rank
31.6
IV Percentile
29.1
Max Pain
245

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
-139.6
139.6
View values by strike
IYW · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
125.00 91.3 -445
130.00 21.6 -832
135.00 0 -57.8
140.00 27.3 -159
145.00 -1.38e-6 -110
150.00 7.46e-7 -33.8
155.00 23.4 -74.4
160.00 0 -82.2
165.00 0 -319
170.00 133 -259
175.00 54 -82.2
180.00 0 -300
185.00 83.8 -28.1 K
190.00 103 -35.3 K
191.00 0 -222
193.00 0 -125
194.00 624 -247
195.00 0 -89.3 K
196.00 0 -138
197.00 126 -252
198.00 0 -138
199.00 0 -56.5 K
200.00 4.66 K -55.7 K
205.00 346 -36.6 K
210.00 5.91 K -58.6 K
215.00 6.79 K -51.4 K
220.00 1.7 K -29.5 K
225.00 13.8 K -342 K
230.00 2.96 K -242 K
235.00 100 K -6.49 K
240.00 43.4 K -32.2 K
245.00 36.4 K -6.89 K
250.00 157 K -62.3 K
255.00 170 K 0
260.00 1.7 M -7.13 K
265.00 1.22 M 0
270.00 2.65 M -5.09 K
275.00 3.16 M 0
280.00 4.13 M 0
285.00 1.52 M 0
290.00 299 K 0
295.00 282 K 0
300.00 96.3 K 0
305.00 159 K 0
310.00 1.94 K 0
315.00 1.32 K 0
320.00 1.56 K 0
325.00 1.26 K 0
330.00 1.94 K 0
335.00 669 0
340.00 388 0
345.00 139 0
350.00 466 0
355.00 155 0
360.00 112 0