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KraneShares Mount Lucas Managed Futures KMLM 30.69 -0.13 -0.42%

KMLM Gamma Exposure (GEX)

KMLM (KraneShares Mount Lucas Managed Futures): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.345
Put Call Ratio (OI)
0.04
Put Call Ratio (Vol)
0.0435
IV Rank
3.73
IV Percentile
27.4
Max Pain
22

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
207.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-8.7
8.7
View values by strike
KMLM · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
22.00 64.1 0
23.00 11.7 0
25.00 239 0
27.00 206 0
28.00 64.3 0
30.00 700 -131