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YieldMax MSFT Option Income Strategy MSFO 12.2 0.2 1.67%

MSFO Gamma Exposure (GEX)

MSFO (YieldMax MSFT Option Income Strategy): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.612
Put Call Ratio (OI)
1.07
Put Call Ratio (Vol)
2.02
IV Rank
30.1
IV Percentile
54.5
Max Pain
16

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
-10.9
10.9
View values by strike
MSFO · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
10.00 0 -91.4
11.00 37.8 -65.3
12.00 1.42 K -397
13.00 1.82 K -1.11e-8
14.00 224 -5.6e-9
15.00 0 -232
16.00 0 4.45e-8
17.00 13.3 -18.9
18.00 19.6 3.29e-8
19.00 9.2 1.25e-8
20.00 0 1.72e-8
22.00 0 1.12e-9
23.00 0 2.97e-9