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Leverage Shares 2X Long NVDA NVDG 20.78 0.96 4.84%

NVDG Gamma Exposure (GEX)

NVDG (Leverage Shares 2X Long NVDA): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.657
Put Call Ratio (OI)
0.192
Put Call Ratio (Vol)
1.13
IV Rank
18.1
IV Percentile
5.84
Max Pain
18

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
-15.8
15.8
View values by strike
NVDG · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
8.00 0 -8.41
10.00 10.2 0
12.00 16 -73
13.00 0 -2.56 K
14.00 11.3 -102
15.00 1.76 K -462
16.00 1.06 K -182
17.00 1.86 K -55.1
18.00 23.1 K -340
19.00 1.02 K -992
20.00 5.44 K -356
21.00 4.18 K 0
22.00 1.94 K 0
23.00 1.01 K -350
24.00 277 0
25.00 1.1 K 0
27.00 21.3 0
28.00 18.6 0
30.00 808 0
35.00 3.5 K 0