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YieldMax NVDA Option Income Strategy NVDY 12.7 0.17 1.36%

NVDY Gamma Exposure (GEX)

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

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ATM IV
0.214
Put Call Ratio (OI)
0.688
Put Call Ratio (Vol)
0.516
IV Rank
10.8
IV Percentile
14.4
Max Pain
13

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
487.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-22.3
22.3
View values by strike
NVDY · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
5.00 0 -1.46 K
6.00 0 -73.4
7.00 0 -295
8.00 0 -4.28 K
9.00 0 -761
10.00 194 -7.83 K
11.00 1.04 K -7.43 K
12.00 6.86 K -43.7 K
13.00 190 K -43.2 K
14.00 98.6 K -1.83e-8
15.00 16.9 K 3.15e-8
16.00 6.94 K 1.29e-8
17.00 6.25 K -1.18e-8
18.00 6.85 K 1.46e-8
19.00 2.02 K 1.91e-8
20.00 9.96 K -5.42e-9
21.00 0 -6.58e-9
22.00 7.23 -5.22e-9
23.00 902 -8.94e-9
24.00 0 4.61e-8
25.00 0 4.02e-9
26.00 547 2.56e-9
27.00 0 -6.51e-10
28.00 0 -8.75e-9
29.00 0 1.86e-9
30.00 0 -6.1e-10
31.00 254 1.2e-9
32.00 0 -9.76
33.00 0 -9.92
35.00 0 -1.03e-7