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Investment Managers Series Trust II PPI 20.63 -0.02 -0.09%

PPI Gamma Exposure (GEX)

PPI (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
Put Call Ratio (OI)
133
Put Call Ratio (Vol)
133
IV Rank
IV Percentile
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
-10.4
10.4
View values by strike
PPI · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
21.00 94.4 0