Closed
⌘K
Sign in Sign up

Investment Managers Series Trust II TSLQ 17.37 -1.13 -6.1%

TSLQ Gamma Exposure (GEX)

TSLQ (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
0.826
Put Call Ratio (OI)
0.639
Put Call Ratio (Vol)
0.78
IV Rank
12.1
IV Percentile
17.1
Max Pain
18

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
487.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-22.6
22.6
View values by strike
TSLQ · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
1.00 1.04 -48.2
2.00 0.812 -4.15
3.00 5.71 -15.2
4.00 2.04 -12.1
5.00 16.6 -18
6.00 17.2 -35.5
7.00 0 -49.3
8.00 9.08 -60.7
9.00 1.83 K -121
10.00 118 -756
11.00 186 -234
12.00 772 -2.06 K
13.00 963 -415
14.00 87.6 -2.92 K
15.00 741 -1.2 K
16.00 241 -2.74 K
17.00 1.44 K -1.19 K
18.00 4.03 K -1.41 K
19.00 3.25 K -1.31 K
20.00 5.24 K -1.51 K
21.00 3.53 K -891
22.00 2 K -616
23.00 3.89 K -1.19 K
24.00 1.05 K -197
25.00 3.67 K -145
26.00 2.1 K -281
27.00 1.04 K -116
28.00 2.9 K -20.1
29.00 36.9 -37.9
30.00 2.89 K -83.3
31.00 143 -210
32.00 525 -17.1
33.00 307 -14.5
34.00 46.4 -87.6
35.00 1.53 K -7.87 K
36.00 1.64 K -6.3
37.00 717 0
38.00 563 0
39.00 588 -12.7
40.00 6.8 K -613