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JPMorgan Equity Premium Income ETF JEPI 56.63 0.39 0.7%

JEPI Gamma Exposure (GEX)

JEPI (JPMorgan Equity Premium Income ETF): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.0748
Put Call Ratio (OI)
0.846
Put Call Ratio (Vol)
0.572
IV Rank
19.2
IV Percentile
10.5
Max Pain
57

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
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-26.7
26.7
View values by strike
JEPI · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
30.00 0 -10.7
35.00 0 -18.8
40.00 49.4 -149
44.00 0 -7.54 K
45.00 0 -8.46 K
46.00 0 -3.62 K
47.00 0 -1.78 K
48.00 0 -11.2 K
49.00 0 -7.11 K
50.00 0 -62.1 K
51.00 0 -53.4 K
52.00 0 -349 K
53.00 0 -114 K
54.00 56.9 K -382 K
55.00 37.7 K -599 K
56.00 858 K -938 K
57.00 2.64 M -704 K
58.00 1.55 M -65.7 K
59.00 576 K -13.3 K
60.00 471 K -4.38 K
61.00 33.4 K -525
62.00 79.6 K 1.59e-9
63.00 0 -107
64.00 10.9 K -2.17e-8
65.00 0 -4.28 K
66.00 120 -702
68.00 0 2.39e-9
69.00 0 -20 K
70.00 0 -34.8
71.00 0 -43.3