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NEOS Nasdaq-100 Hedged Equity Income QQQH 55.95 0.99 1.8%

QQQH Gamma Exposure (GEX)

QQQH (NEOS Nasdaq-100 Hedged Equity Income): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.28
Put Call Ratio (OI)
0.189
Put Call Ratio (Vol)
0.172
IV Rank
18.4
IV Percentile
75.8
Max Pain
54

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
-12.0
12.0
View values by strike
QQQH · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
46.00 0 -119
54.00 0 -813
55.00 9.13 K -359
56.00 4.03 K 0
57.00 510 0