Closed
⌘K
Sign in Sign up

Schwab Intermediately-Term U SCHR 23.98 0.05 0.21%

SCHR Gamma Exposure (GEX)

SCHR (Schwab Intermediately-Term U): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.0441
Put Call Ratio (OI)
0.0115
Put Call Ratio (Vol)
0.0167
IV Rank
6.31
IV Percentile
17.4
Max Pain
24

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
-10.0
10.0
View values by strike
SCHR · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
24.00 4.18 K 0
25.00 9.24 K 0