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Investment Managers Series Trust II NVDS 17.8 -0.65 -3.52%

NVDS Gamma Exposure (GEX)

NVDS (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
0.622
Put Call Ratio (OI)
0.92
Put Call Ratio (Vol)
1.55
IV Rank
21.2
IV Percentile
32.8
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
179.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-17.2
17.2
View values by strike
NVDS · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
13.00 0 -11.2
14.00 0 -18.6
15.00 254 -50.6
16.00 121 -62
17.00 208 -139
18.00 375 -2.98 K
19.00 85.7 -2.7 K
20.00 1.74 K -78.9
21.00 741 -14.5
22.00 96.5 0
23.00 77.5 -10.6
24.00 397 -7.68
25.00 109 2.38e-9
26.00 12.7 0
27.00 21.8 0
29.00 0 -3.14e-8
30.00 264 2.03e-9
31.00 72.5 0
32.00 126 0
33.00 7.66 0
34.00 14.3 0
35.00 127 -5.48e-9