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iShares Trust iShares Preferred and PFF 30.2 0.2 0.67%

PFF Gamma Exposure (GEX)

PFF (iShares Trust iShares Preferred and): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.107
Put Call Ratio (OI)
1.91
Put Call Ratio (Vol)
1.79
IV Rank
13.9
IV Percentile
60
Max Pain
31

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
-11.8
11.8
View values by strike
PFF · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
22.00 0 -3.62 K
23.00 0 -147
24.00 0 -25.6
25.00 0 -15 K
26.00 0 -6.81 K
27.00 0 -49.7 K
28.00 0 -191 K
29.00 7.05 K -432 K
30.00 270 K -1.32 M
31.00 619 K -121 K
32.00 236 K -13.5 K
33.00 14 K -5.35 K
34.00 62.2 -6.04 K
35.00 0 -102
37.00 0 -390
38.00 0 -21.3