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Roundhill TSLA WeeklyPay ETF TSLW 18.4 0.49 2.74%

TSLW Gamma Exposure (GEX)

TSLW (Roundhill TSLA WeeklyPay ETF): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.669
Put Call Ratio (OI)
2.08
Put Call Ratio (Vol)
3.38
IV Rank
16
IV Percentile
18.5
Max Pain
17

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
-17.3
17.3
View values by strike
TSLW · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
12.00 0 -1.24 K
13.00 0 -5.25 K
14.00 0 -0.00279
15.00 0 -284
16.00 0 -91.5
17.00 67.9 -60.1
18.00 48 1.09e-11
19.00 3.1 K -2.22e-11
20.00 74.3 -6.48e-12
21.00 966 4.41e-11
22.00 19.7 -3.23e-11
24.00 10.8 -1.5e-10
25.00 61.6 1.36e-10
26.00 124 5.35e-12
27.00 9.18 -4.77e-11
28.00 9.11 3.8e-11
29.00 23 0
30.00 0 1.6e-10
32.00 7.42 -8.99e-11
33.00 7.45 0