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JPMorgan U JVAL 59.27 0.59 1.0%

JVAL Gamma Exposure (GEX)

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

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ATM IV
0.214
Put Call Ratio (OI)
2.33
Put Call Ratio (Vol)
1
IV Rank
10.5
IV Percentile
46.7
Max Pain
55

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
-18.3
18.3
View values by strike
JVAL · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
47.00 0 -227
52.00 0 -96.7
55.00 0 -162
59.00 417 0
60.00 204 0
66.00 152 0