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iShares MSCI EAFE Small-Cap ETF SCZ 85.91 0.77 0.9%

SCZ Gamma Exposure (GEX)

SCZ (iShares MSCI EAFE Small-Cap ETF): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.168
Put Call Ratio (OI)
34.7
Put Call Ratio (Vol)
15.8
IV Rank
4.8
IV Percentile
24.5
Max Pain
84

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
-26.0
26.0
View values by strike
SCZ · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
75.00 141 0
79.00 0 -1.36 K
80.00 975 0
82.00 0 -284 K
83.00 0 -174 K
84.00 7.33 K 0
85.00 1.06 K 0
87.00 859 0
90.00 1.65 K 0
91.00 371 0
100.00 0 -27.4 K