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Roundhill NVDA WeeklyPay ETF NVDW 37.34 0.82 2.25%

NVDW Gamma Exposure (GEX)

NVDW (Roundhill NVDA WeeklyPay ETF): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.455
Put Call Ratio (OI)
0.407
Put Call Ratio (Vol)
0.953
IV Rank
6.19
IV Percentile
25.6
Max Pain
37

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
-11.6
11.6
View values by strike
NVDW · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
28.00 0 -3.46 K
30.00 0 -1.05 K
31.00 0 -67.9
32.00 0 -391
33.00 116 -740
34.00 138 -659
35.00 194 -2.98 K
36.00 487 -1 K
37.00 1.59 K -2.35 K
38.00 660 -358
39.00 30.7 K 0
40.00 8.28 K -1.07e-10
41.00 1.08 K 0
42.00 5.5 K 0
45.00 1.32 K 0
46.00 167 0
47.00 32.3 0
48.00 0 -1.18e-10
49.00 126 -5.61e-10