Closed
⌘K
Sign in Sign up

JPMorgan U JQUA 74.67 0.87 1.18%

JQUA Gamma Exposure (GEX)

JQUA (JPMorgan 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
0.21
Put Call Ratio (OI)
0.538
Put Call Ratio (Vol)
1.4
IV Rank
17.8
IV Percentile
65.3
Max Pain
78

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
242.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-20.7
20.7
View values by strike
JQUA · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
59.00 -5.15e-8 -43.8
60.00 0 -59.4
61.00 2.05e-7 0
62.00 4.83e-7 0
63.00 -1.43e-7 0
67.00 84.3 0
68.00 38.4 0
69.00 124 0
71.00 320 0
73.00 288 0
77.00 0 -398
78.00 840 -1.25 K
79.00 0 -393