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Leverage Shares 2X Long SATS SATG 11.01 0.0 0.0%

SATG Gamma Exposure (GEX)

SATG (Leverage Shares 2X Long SATS): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
1.47
Put Call Ratio (OI)
0.23
Put Call Ratio (Vol)
0.0814
IV Rank
10.2
IV Percentile
39.8
Max Pain
10

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}
88.0
88.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-24.0
24.0
View values by strike
SATG · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
7.00 0 -20.7
8.00 0 -44.3
10.00 838 -209
11.00 66.6 -5.98
12.00 89.8 0
13.00 414 0
14.00 12.5 -11.3
15.00 81.5 -38.3
16.00 0 -10.5
17.00 288 -5.11
18.00 6.12 -4.87
19.00 6.17 0
20.00 106 -4.6
22.00 14.9 0
25.00 14.5 -23.9
27.00 23.3 0
30.00 34.8 0
35.00 355 -3.34