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Investment Managers Series Trust II SARK 23.31 -0.69 -2.88%

SARK Gamma Exposure (GEX)

SARK (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
0.558
Put Call Ratio (OI)
0.265
Put Call Ratio (Vol)
0.438
IV Rank
75.5
IV Percentile
93.3
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
179.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-21.7
21.7
View values by strike
SARK · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
18.00 194 0
20.00 29.9 0
21.00 0 -52.2
22.00 0 -161
23.00 0 -109
24.00 162 -182
25.00 569 -366
26.00 636 0
30.00 518 -53.2
31.00 22.1 0
35.00 15.3 0
40.00 11.5 0
45.00 9.27 0