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Investment Managers Series Trust II QQQP 233.46 13.37 6.08%

QQQP Gamma Exposure (GEX)

QQQP (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
0.391
Put Call Ratio (OI)
0.2
Put Call Ratio (Vol)
0.2
IV Rank
19.2
IV Percentile
23.2
Max Pain
225

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
-132.7
132.7
View values by strike
QQQP · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
225.00 415 -402
280.00 1.41 K 0