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iShares 0-3 Month Treasury Bond SGOV 100.59 0.0 0.0%

SGOV Gamma Exposure (GEX)

SGOV (iShares 0-3 Month Treasury Bond): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.0377
Put Call Ratio (OI)
0.594
Put Call Ratio (Vol)
1.15
IV Rank
15.4
IV Percentile
59.8
Max Pain
101

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
816.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-15.6
15.6
View values by strike
SGOV · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
85.00 60.9 0
87.00 9.02 K 0
88.00 610 0
89.00 7.54 K 0
90.00 3.86 K 0
91.00 409 0
92.00 1.28 K -1.44 K
93.00 2.54 K -4.29 K
94.00 8.55 K -6 K
95.00 13.1 K -5.77 K
96.00 21.5 K -372
97.00 191 K -33.2 K
98.00 91 K -73.5 K
99.00 342 K -272 K
100.00 1.85 M -8.24 M
101.00 9.77 M -2.42 M
102.00 2.04 M -768 K
103.00 30.5 K -116 K
104.00 143 K -25.6 K
105.00 0 -9.87 K
106.00 0 -5.17 K
107.00 0 -1.87 K
108.00 763 -363
109.00 0 -2.12 K
110.00 185 -1.59 K
111.00 0 -2.98 K
112.00 0 -223
113.00 0 -1.13 K
115.00 736 -2.15 K