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Cambria Tail Risk ETF TAIL 9.97 0.01 0.1%

TAIL Gamma Exposure (GEX)

TAIL (Cambria Tail Risk ETF): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
1.31
Put Call Ratio (OI)
0.00186
Put Call Ratio (Vol)
0.0169
IV Rank
12.3
IV Percentile
60.5
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}
25.0
179.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-10.0
10.0
View values by strike
TAIL · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
9.00 55.2 0
10.00 7.38 K 0
11.00 701 0
12.00 2.45 K 0