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Tuttle Capital Daily 2X Inverse SKRE 6.69 0.03 0.41%

SKRE Gamma Exposure (GEX)

SKRE (Tuttle Capital Daily 2X Inverse): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.826
Put Call Ratio (OI)
0
Put Call Ratio (Vol)
0
IV Rank
4.26
IV Percentile
27.3
Max Pain
6

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
-8.3
8.3
View values by strike
SKRE · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
6.00 45.9 0
7.00 140 0