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UP Fintech Holding Ltd American TIGR 4.88 0.15 3.15%

TIGR Gamma Exposure (GEX)

TIGR (UP Fintech Holding Ltd American): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.377
Put Call Ratio (OI)
0.603
Put Call Ratio (Vol)
0.282
IV Rank
8.7
IV Percentile
0.4
Max Pain
5

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}
4.0
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-22.1
22.1
View values by strike
TIGR · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
0.50 23.6 0
1.00 65.9 0
1.50 122 0
2.00 253 -305
2.50 267 -36.7
3.00 1.57 K -8.53 K
3.50 969 -11.6 K
4.00 3.02 K -39 K
4.50 11.3 K -38.2 K
5.00 146 K -263 K
5.50 17.5 K -13.6 K
6.00 20.5 K -103
6.50 2.97 K -0.362
7.00 55.8 K -35.4 K
7.50 12.9 0
8.00 17.5 K -3.14 K
9.00 2.46 K -1.8
10.00 13.7 K -487
11.00 168 0
12.00 9.21 K 0
13.00 25.6 0
14.00 29.6 0
15.00 5.02 K 0
17.00 932 -2.14
20.00 4.48 K 0
22.00 898 0
25.00 142 0
27.00 1.49 K 0