Pre-market
⌘K
Sign in Sign up

Investment Managers Series Trust II TARK 57.45 3.15 5.8%

TARK Gamma Exposure (GEX)

TARK (Investment Managers Series Trust II): 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
0.659
Put Call Ratio (OI)
0.204
Put Call Ratio (Vol)
0.0765
IV Rank
11.4
IV Percentile
4.31
Max Pain
45

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
-37.3
37.3
View values by strike
TARK · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
25.00 0 -98.2
30.00 0 -47.4
32.00 0 -35.5
34.00 0 -40.3
35.00 0 -69.1
36.00 0 -49.5
37.00 0 -98.7
38.00 167 0
39.00 0 -65.5
40.00 0 -142
41.00 0 -38.1
42.00 0 -195
43.00 42.1 -127
44.00 0 -133
45.00 65.3 -148
46.00 71 -51.8
47.00 0 -67.9
48.00 116 0
49.00 652 0
50.00 3.88 K 0
53.00 638 0
55.00 5.54 K 0
60.00 1.4 K 0
70.00 503 0
80.00 42.6 0