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Investment Managers Series Trust II MQQQ 243.31 13.74 5.98%

MQQQ Gamma Exposure (GEX)

MQQQ (Investment Managers Series Trust II): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.361
Put Call Ratio (OI)
0
Put Call Ratio (Vol)
0
IV Rank
31.2
IV Percentile
16.5
Max Pain
240

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
-142.3
142.3
View values by strike
MQQQ · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
194.00 228 0
220.00 394 0
240.00 1.54 K 0
265.00 505 0
270.00 971 0
275.00 461 0
295.00 333 0
300.00 599 0