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iShares Interest Rate Hedged Corporate LQDH 93.06 0.06 0.06%

LQDH Gamma Exposure (GEX)

LQDH (iShares Interest Rate Hedged Corporate): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.0855
Put Call Ratio (OI)
Put Call Ratio (Vol)
IV Rank
1.07
IV Percentile
6.1
Max Pain
93

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
-10.1
10.1
View values by strike
LQDH · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
93.00 0 -890