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Leverage Shares 2X Long TSLA TSLG 5.08 0.31 6.45%

TSLG Gamma Exposure (GEX)

TSLG (Leverage Shares 2X Long TSLA): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.802
Put Call Ratio (OI)
0.334
Put Call Ratio (Vol)
0.61
IV Rank
9.84
IV Percentile
2.8
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}
25.0
179.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-9.9
9.9
View values by strike
TSLG · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
2.00 29.5 0
3.00 80.8 0
4.00 633 -483
5.00 718 -69.8
6.00 292 -56.1
7.00 101 -8.03
8.00 2.97 0
9.00 15.4 0
10.00 6.35 -1.62
11.00 2.07 -1.48
12.00 1.86 -9.15e-10
13.00 9 1.11e-8
15.00 1.62 0